Forecasting bitcoin volatility using hybrid GARCH models with machine learning
Year of publication: |
2022
|
---|---|
Authors: | Zahid, Mamoona ; Iqbal, Farhat ; Koutmos, Dimitrios |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 12, Art.-No. 237, p. 1-18
|
Subject: | volatility | Bitcoin | machine learning | GARCH | recurrent neural networks | Künstliche Intelligenz | Artificial intelligence | Volatilität | Volatility | Neuronale Netze | Neural networks | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Finanzmarkt | Financial market |
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