The determinants of Bitcoin's price : utilization of garch and machine learning approaches
Year of publication: |
2021
|
---|---|
Authors: | Chen, Ting-Hsuan ; Chen, Muyan ; Du, Guan-Ting |
Subject: | Generalized Autoregressive Conditional Heteroskedastic Model (GARCH) | Decision tree | Support vector machine | Bitcoin price | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Mustererkennung | Pattern recognition | Börsenkurs | Share price |
-
Is artificial intelligence really more accurate in predicting bankruptcy?
Letkovský, Stanislav, (2023)
-
Chen, Shiyi, (2017)
-
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen, (2010)
- More ...
-
Special issue: deep learning for financial engineering
Chen, Muyan, (2022)
-
Deep learning for financial engineering
Chen, Muyan, (2022)
-
Ho, Jerry C., (2021)
- More ...