Bitcoin Options Pricing Using LSTM-Based Prediction Model and Blockchain Statistics.
Lun LiAli ArabJiqiang LiuJingxian LiuZhu HanPublished in: Blockchain (2019)
Keyphrases
- prediction model
- option pricing
- black scholes model
- regression model
- neural network
- double exponential
- predictive model
- wavelet neural network
- recurrent neural networks
- software reliability
- credit card
- bp network
- stepwise regression
- bp neural network
- fuzzy neural network
- exponential smoothing
- ls svm
- forecasting model
- response surface methodology