Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model.
Xunfa LuCheng LiuKin Keung LaiHairong CuiPublished in: Kybernetes (2023)
Keyphrases
- forecasting model
- support vector regression
- crude oil
- short term
- bp neural network
- regression model
- decision making
- prediction model
- risk management
- portfolio management
- forecasting accuracy
- stock market
- stock index futures
- machine learning
- fault diagnosis
- model selection
- support vector machine
- long term
- expert systems
- stock price
- credit card
- training data
- feature extraction
- artificial intelligence
- natural gas
- neural network