Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants

Author:

Wang YijunORCID,Andreeva Galina,Martin-Barragan Belen

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference55 articles.

1. Deep learning approach to determine the impact of socio economic factors on bitcoin price prediction;Aggarwal,2019

2. Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models;Agnolucci;Energy Economics,2009

3. The relationship between implied volatility and cryptocurrency returns;Akyildirim;Finance Research Letters,2020

4. Machine learning the cryptocurrency market;Alessandretti;Complexity,2018

5. A critical investigation of cryptocurrency data and analysis;Alexander;Quantitative Finance,2020

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