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

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F24%3A00059654" target="_blank" >RIV/61384399:31110/24:00059654 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S156849462301150X" target="_blank" >https://www.sciencedirect.com/science/article/pii/S156849462301150X</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.asoc.2023.111132" target="_blank" >10.1016/j.asoc.2023.111132</a>

Result language
angličtina
Original language name
Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study
Original language description
Main topics of the document: machine learning; cryptocurrency; bitcoin; volatility; neural network; GARCH; HAR LASSO; SVR; LSTM
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
50206 - Finance

Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Result description