Orozco-Castañeda, Johanna M.; Alzate-Vargas, Sebastián; … - In: Risks : open access journal 12 (2024) 10, pp. 1-15
This paper develops and implements an Autoregressive Integrated Moving Average model with an Adaptive Neuro-Fuzzy Inference System (ARIMA-ANFIS) for BTCUSD price prediction and risk assessment. The goal of these forecasts is to identify patterns from past data and achieve an understanding of the...