Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties.
Steve Y. YangJinhyoung KimPublished in: SSCI (2015)
Keyphrases
- network flow
- foreign exchange
- stock market
- exchange rate
- stock price
- garch model
- chinese stock market
- financial time series
- minimum cost
- crude oil
- investment strategies
- short term
- min cost
- integer programming
- financial crisis
- stock returns
- optimization model
- linear programming
- financial markets
- financial data
- network flow problem
- genetic algorithm
- network flow formulation
- turning points
- electricity markets
- special case
- social networks