Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume
Nino Antulov-Fantulin, Tian Guo, Fabrizio Lillo
| Year of publication: |
2021
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|---|---|
| Authors: | Antulov-Fantulin, Nino ; Guo, Tian ; Lillo, Fabrizio |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 2, p. 905-940
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| Subject: | Econometrics | Machine learning | Cryptocurrency markets | Temporal mixture ensemble | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Ökonometrie |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-021-00344-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012795019