Forecasting of Bitcoin Daily Returns with EEMD-ELMAN based Model-Reference-Cited by-同舟云学术

Forecasting of Bitcoin Daily Returns with EEMD-ELMAN based Model

Published:2018 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the International Conference on Learning and Optimization Algorithms: Theory and Applications - LOPAL '18
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Author:

Khaldi Rohaifa¹,El Afia Abdellatif¹,Chiheb Raddouane¹,Faizi Rdouan¹

Affiliation:

1. ENSIAS, Mohammed V University, Rabat, Morocco

Publisher

ACM Press

Reference29 articles.

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3. A. João, T. Shravan, M. Andreas, and S. Vikko. 2015. Bitcoin prediction using ANN. IN4015: Neural Networks, Group 7.

4. Dyhrberg A. H. 2016. Hedging capabilities of Bitcoin. Is it the virtual gold? Fin. Res. Lett. 16, 139--144. https://doi.org.lcproxy.shu.ac.uk/10.1016/j.frl.2015.10.025.

5. Dyhrberg A. H. 2016. Bitcoin, gold and the dollar - A GARCH volatility analysis. Fin. Res. Lett. 16, 85--92. https://doi-org.lcproxy.shu.ac.uk/10.1016/j.frl.2015.10.008.

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