N-BEATS Perceiver: A Novel Approach for Robust Cryptocurrency Portfolio Forecasting

Author:

Sbrana AttilioORCID,Lima de Castro Paulo AndréORCID

Funder

Fundação de Amparo à Pesquisa do Estado de São Paulo

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Reference30 articles.

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3. Challu, C., Olivares, K. G., Oreshkin, B. N., Garza, F., Mergenthaler-Canseco, M., Dubrawski, A. (2022). N-HiTS: Neural hierarchical interpolation for time series forecasting. arxiv:2201.12886.

4. Chan, S., & Nadarajah, S. (2019). Risk: An R package for financial risk measures. Computational Economics, 53(4), 1337–1351. https://doi.org/10.1007/s10614-018-9806-9

5. Connor, R. J., & Mosimann, J. E. (1969). Concepts of independence for proportions with a generalization of the dirichlet distribution. Journal of the American Statistical Association, 64(325), 194–206.

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