Forecasting cryptocurrencies’ price with the financial stress index: a graph neural network prediction strategy
Author:
Affiliation:
1. School of Economics and Management, Southeast University, Nanjing, China
2. School of Cyber Science and Engineering, Southeast University, Nanjing, China
3. Faculty of Business, Dokuz Eylul University, Izmir, Turkey
Funder
National High Technology Research and Development Program of China
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2022.2141436
Reference21 articles.
1. Bayesian Graphical Models for STructural Vector Autoregressive Processes
2. Tail risk measurement in crypto-asset markets
3. Econometric measures of connectedness and systemic risk in the finance and insurance sectors
4. Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Algorithmic stock trading based on ensemble deep neural networks trained with time graph;Applied Soft Computing;2024-09
2. Küresel Finansal Stresin Türk Devletlerinin Ekonomileri Üzerindeki Etkisi;Selçuk Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Dergisi;2024-04-30
3. Inter-Industry Risk Spillover Networks for Systemic Risk Warning: Evidence from Gated Graph Neural Networks;2024
4. Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022;WIREs Data Mining and Knowledge Discovery;2023-09-28
5. Graph-Centric Crypto Price Prediction;2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC);2023-05-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3