Extracting rules via Markov chains for cryptocurrencies returns forecasting
Kerolly Kedma Felix do Nascimento, Fábio Sandro dos Santos, Jader Silva Jale, Silvio Fernando Alves Xavier Júnior, Tiago A.E. Ferreira
Year of publication: |
2023
|
---|---|
Authors: | Felix do Nascimento, Kerolly Kedma ; Santos, Fábio Sandro dos ; Jale, Jader Silva ; Xavier, Sílvio Fernando Alves <Júnior> ; Ferreira, Tiago A. E. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 61.2023, 3, p. 1095-1114
|
Subject: | Digital market | Granularity | Long-range memory | Markov chains | Rule support | Time series forecasting | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Fereydooni, Ali, (2023)
-
Can portfolio construction considering ESG still gain high profits?
Davoodi, Shayan, (2024)
-
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun, (2016)
- More ...