A Hybrid Model for Bitcoin Prices Prediction using Hidden Markov Models and Optimized LSTM Networks.
Iman Abu HashishFabio ForniGianluca AndreottiTullio FacchinettiShiva DarjaniPublished in: ETFA (2019)
Keyphrases
- hybrid model
- forecasting accuracy
- artificial neural networks
- arima model
- prediction accuracy
- back propagation neural network
- hybrid models
- support vector regression
- neural network ensemble
- support vector machine svm
- prediction model
- network structure
- autoregressive conditional heteroscedasticity
- complex networks
- credit card
- neural network
- electricity markets
- short term
- classification accuracy
- feature space
- pattern recognition