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. |
| Subject: | Digital market | Granularity | Long-range memory | Markov chains | Rule support | Time series forecasting | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Virtuelle Währung | Virtual currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10237-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014252144