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Forecasting of BTC volatility: comparative study between parametric and nonparametric models.
Rohaifa Khaldi
Abdellatif El Afia
Raddouane Chiheb
Published in:
Prog. Artif. Intell. (2019)
Keyphrases
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comparative study
parametric models
garch model
prediction model
data driven
support vector
probabilistic model
complex systems
computational models
artificial neural networks
short term
statistical models
exchange rate
statistical inference