Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series.
Ryotaro MiuraLukás PichlTaisei KaizojiPublished in: ISNN (1) (2019)
Keyphrases
- financial time series
- artificial neural networks
- stock market
- turning points
- stock price
- non stationary
- ann models
- neural network
- autoregressive conditional heteroscedasticity
- prediction accuracy
- garch model
- evolutionary artificial neural networks
- feed forward artificial neural networks
- exponential smoothing
- chaotic time series
- computational intelligence
- multi layer perceptron
- moving average
- prediction model
- stock returns
- back propagation
- multivariate time series
- financial data
- neural network model
- feed forward
- soft computing
- hybrid model
- short term prediction
- mackey glass
- elman network
- grey model
- predictive model
- application of artificial neural networks
- prediction algorithm
- data mining tasks
- dynamic time warping
- short term
- genetic algorithm ga
- genetic algorithm