Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study.
Grzegorz DudekPiotr FiszederPawel KobusWitold OrzeszkoPublished in: Appl. Soft Comput. (2024)
Keyphrases
- statistical and machine learning methods
- exchange rate
- garch model
- financial time series
- natural language processing
- stock market
- semantic role labeling
- grey model
- stock price
- short term
- genomic data
- machine learning
- statistical analysis
- turning points
- data sets
- non stationary
- financial data
- forecasting model
- data analysis
- feature selection
- artificial intelligence