Forecasting Cryptocurrency Prices Using Contextual ES-adRNN with Exogenous Variables.
Slawek SmylGrzegorz DudekPawel PelkaPublished in: ICCS (1) (2023)
Keyphrases
- contextual information
- electricity markets
- variable selection
- technical indicators
- neural network
- relevant variables
- early warning
- long run
- random variables
- data sets
- context sensitive
- context dependent
- short term
- forecasting model
- financial time series
- market participants
- market clearing
- autoregressive
- markov random field
- long term
- expected profit
- medium term