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
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|---|---|
| Authors: | Alaminos, David ; Salas, M. Belén ; Callejón-Gil, Ángela M. |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 8.2024, 1, p. 153-209
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| 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://ebvufind01.dmz1.zbw.eu/10015126885