On improving GARCH volatility forecasts for Bitcoin via a meta-learning approach.
Serkan ArasPublished in: Knowl. Based Syst. (2021)
Keyphrases
- meta learning
- garch model
- exchange rate
- meta knowledge
- learning tasks
- inductive learning
- model selection
- stock market
- machine learning algorithms
- stock price
- short term
- data mining
- decision trees
- feature selection
- learning algorithm
- metamodel
- base classifiers
- credit card
- data mining techniques
- training data
- life cycle
- knowledge acquisition
- supervised learning
- multivariate time series
- knowledge representation