Managing extreme cryptocurrency volatility in algorithmic trading : EGARCH via genetic algorithms and neural networks
David Alaminos, M. Belén Salas and Ángela M. Callejón-Gil
| Year of publication: |
2024
|
|---|---|
| Authors: | Alaminos, David ; Salas, M. Belén ; Callejón-Gil, Ángela M. |
| Subject: | emerging cryptocurrencies | EGARCH | genetic algorithms | neural networks | algorithmic trading | quantum computing | deep learning | Neuronale Netze | Neural networks | Evolutionärer Algorithmus | Evolutionary algorithm | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | Algorithmus | Algorithm | Wertpapierhandel | Securities trading | Künstliche Intelligenz | Artificial intelligence | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2024007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015126885