Multiscale characteristics of the emerging global cryptocurrency market

M Wątorek, S Drożdż, J Kwapień, L Minati… - Physics Reports, 2021 - Elsevier
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

A review of the serrated-flow phenomenon and its role in the deformation behavior of high-entropy alloys

J Brechtl, S Chen, C Lee, Y Shi, R Feng, X Xie… - Metals, 2020 - mdpi.com
High-entropy alloys (HEAs) are a novel class of alloys that have many desirable properties.
The serrated flow that occurs in high-entropy alloys during mechanical deformation is an …

Hyperbolic graph neural networks

Q Liu, M Nickel, D Kiela - Advances in neural information …, 2019 - proceedings.neurips.cc
Learning from graph-structured data is an important task in machine learning and artificial
intelligence, for which Graph Neural Networks (GNNs) have shown great promise. Motivated …

Cryptocurrency forecasting with deep learning chaotic neural networks

S Lahmiri, S Bekiros - Chaos, Solitons & Fractals, 2019 - Elsevier
We implement deep learning techniques to forecast the price of the three most widely traded
digital currencies ie, Bitcoin, Digital Cash and Ripple. To the best of our knowledge, this is …

Anticipating cryptocurrency prices using machine learning

L Alessandretti, A ElBahrawy, LM Aiello… - …, 2018 - Wiley Online Library
Machine learning and AI‐assisted trading have attracted growing interest for the past few
years. Here, we use this approach to test the hypothesis that the inefficiency of the …

Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis

AS Kumar, S Anandarao - Physica A: statistical mechanics and its …, 2019 - Elsevier
We study the dynamics of volatility spillover across four major cryptocurrency returns namely
Bitcoin, Ethereum, Ripple and Litecoin from 15− 08− 2015 to 18− 01− 2018. In the first step …

What are bitcoin market reactions to its-related events?

Z Li, L Chen, H Dong - International Review of Economics & Finance, 2021 - Elsevier
Motivated by the risen linkage between events and Bitcoin return, this paper first defines
Bitcoin-related events (BREs) based on the change points analysis and then divides these …

Bitcoin technical trading with artificial neural network

M Nakano, A Takahashi, S Takahashi - Physica A: Statistical Mechanics …, 2018 - Elsevier
This paper explores Bitcoin intraday technical trading based on artificial neural networks for
the return prediction. In particular, our deep learning method successfully discovers trading …

Re-examining bitcoin volatility: a CAViaR-based approach

Z Li, H Dong, C Floros, A Charemis… - … Markets Finance and …, 2022 - Taylor & Francis
The article aims to explore the heterogeneous feature in the determination of Bitcoin
volatility using a Markov regime-switching model and test its forecasting ability. The …

[HTML][HTML] Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales

S Kakinaka, K Umeno - Research in International Business and Finance, 2022 - Elsevier
This study investigates the scale-dependent structure of asymmetric volatility effect in six
representative cryptocurrencies: Bitcoin, Ethereum, Ripple, Litecoin, Monero, and Dash. By …