On forecasting realized volatility for bitcoin based on deep learning PSO-GRU model
Xiaolong Tang, Yuping Song, Xingrui Jiao, Yankun Sun
| Year of publication: |
2024
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| Authors: | Tang, Xiaolong ; Song, Yuping ; Jiao, Xingrui ; Sun, Yankun |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 5, p. 2011-2033
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| Subject: | Bitcoin | Realized volatility | Particle swarm optimization | Gated recurrent unit | Butterfy option | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Algorithmus | Algorithm | Prognoseverfahren | Forecasting model | Theorie | Theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10392-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014550858