Economic policy uncertainty and cryptocurrency market as a risk management avenue: A systematic review

IU Haq, A Maneengam, S Chupradit, W Suksatan… - Risks, 2021 - mdpi.com
Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the
cryptocurrency market as a risk management avenue has got the attention of researchers …

[HTML][HTML] Hybrid deep learning and GARCH-family models for forecasting volatility of cryptocurrencies

B Amirshahi, S Lahmiri - Machine Learning with Applications, 2023 - Elsevier
Abstract The combination of Deep Learning and GARCH-type models has been proved to
be superior to the single models in forecasting of volatility in various markets such as …

What is the best RNN-cell structure to forecast each time series behavior?

R Khaldi, A El Afia, R Chiheb, S Tabik - Expert Systems with Applications, 2023 - Elsevier
It is unquestionable that time series forecasting is of paramount importance in many fields.
The most used machine learning models to address time series forecasting tasks are …

Stacking hybrid GARCH models for forecasting Bitcoin volatility

S Aras - Expert Systems with Applications, 2021 - Elsevier
Abstract Machine learning techniques have been used frequently for volatility forecasting.
However, previous studies have built these hybrid models in a form of a first-order GARCH …

How well do investor sentiment and ensemble learning predict Bitcoin prices?

P Hajek, L Hikkerova, JM Sahut - Research in International Business and …, 2023 - Elsevier
Investor sentiment is widely recognized as the major determinant of cryptocurrency prices.
Although earlier research has revealed the influence of investor sentiment on cryptocurrency …

[HTML][HTML] Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study

G Dudek, P Fiszeder, P Kobus, W Orzeszko - Applied Soft Computing, 2024 - Elsevier
Forecasting cryptocurrency volatility can help investors make better-informed investment
decisions in order to minimize risks and maximize potential profits. Accurate forecasting of …

The COVID-19 pandemic, economic policy uncertainty and the hedging role of cryptocurrencies: a global perspective

M Aftab, IU Haq, M Albaity - China Finance Review International, 2023 - emerald.com
Purpose The COVID-19 pandemic has led to global economic policy uncertainty, which has
increased the need to investigate ways to mitigate the uncertainty. This study aims to …

Алгоритм прогнозирования параметров системы переработки отходов апатит-нефелиновых руд

АЮ Пучков, ЕИ Лобанева, ОП Култыгин - Прикладная информатика, 2022 - elibrary.ru
В рамках концепции циркулярной экономики исследования в области создания
технологических систем вторичной переработки отходов горно-обогатительных …

Exchange market liquidity prediction with the K-nearest neighbor approach: Crypto vs. fiat currencies

K Cortez, MP Rodríguez-García, S Mongrut - Mathematics, 2020 - mdpi.com
In this paper, we compare the predictions on the market liquidity in crypto and fiat currencies
between two traditional time series methods, the autoregressive moving average (ARMA) …

[PDF][PDF] Performance analysis of bitcoin forecasting using deep learning techniques

N Tripathy, S Hota, D Mishra - Indonesian Journal of Electrical …, 2023 - researchgate.net
The most popular cryptocurrency used worldwide is bitcoin. Many everyday folks and
investors are now investing in bitcoin. However, it becomes quite difficult to evaluate or …