based on bagging (bootstrap aggregation) in order to specify the models analyzed in the paper …

The study aims at forecasting the return volatility of the cryptocurrencies using several machine learning algorithms … predictive power in terms of forecasting accuracy. The predictive capabilities of CSS, NNETAR, and GMDH-NN are compared and … corresponding MAE and RMSE reveal that the GMDH-NN algorithm is an efficient technique to enhance the forecasting performance. We …