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Predicting the direction, maximum, minimum and closing prices of daily Bitcoin exchange rate using machine learning techniques
12 references·16 citing·41 second hop
Predicting the direction, maximum, minimum and closing prices of daily Bitcoin exchange rate using machine learning techniques (2018)Predicting the direction, maximum, minimu…Predicting the Price of Bitcoin Using Machine Learning (2018)Predicting the Price of Bitco…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression (2017)The best of two worlds: Forec…Price clustering in Bitcoin (2017)Price clustering in BitcoinCan volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)An Empirical Study on Modelin…Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model (2016)Predicting the Direction of S…Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)Predicting Fluctuations in Cr…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting direction of stock…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Financial applications of machine learning: A literature review (2023)Financial applications of mac…Explainable artificial intelligence modeling to forecast bitcoin prices (2023)Explainable artificial intell…Performance evaluation of deep learning and boosted trees for cryptocurrency closing price prediction (2022)Performance evaluation of dee…Forecasting directional movements of stock prices for intraday trading using LSTM and random forests (2022)Forecasting directional movem…The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach (2021)The role of news sentiment in…Predicting Ethereum prices with machine learning based on Blockchain information (2021)Predicting Ethereum prices wi…Forecasting and trading cryptocurrencies with machine learning under changing market conditions (2021)Forecasting and trading crypt…Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey (2021)Cryptocurrency price predicti…Bitcoin price forecasting: A perspective of underlying blockchain transactions (2021)Bitcoin price forecasting: A …A Random Forests Approach to Predicting Clean Energy Stock Prices (2021)A Random Forests Approach to …Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approach (2020)Time-series forecasting of Bi…Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis (2020)Time-frequency co-movement of…Forecasting Bitcoin closing price series using linear regression and neural networks models (2020)Forecasting Bitcoin closing p…Convolution on neural networks for high-frequency trend prediction of cryptocurrency exchange rates using technical indicators (2020)Convolution on neural network…Bitcoin Price Prediction and Analysis Using Deep Learning Models (2020)Bitcoin Price Prediction and …Bitcoin price forecasting method based on CNN‐LSTM hybrid neural network model (2020)Bitcoin price forecasting met…Financial time series forecasting using support vector machines (2003)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Applications of deep learning in stock market prediction: Recent progress (2021)The Cross-Section of Expected Stock Returns (1992)Application of support vector machines in financial time series forecasting (2001)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)On the inefficiency of Bitcoin (2016)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Twitter mood predicts the stock market (2011)Price Movement Prediction of Cryptocurrencies Using Sentiment Analysis and Machine Learning (2019)A Gated Recurrent Unit Approach to Bitcoin Price Prediction (2020)Designing a neural network for forecasting financial and economic time series (1996)Practical Bayesian Optimization of Machine Learning Algorithms (2012)An innovative neural network approach for stock market prediction (2018)Deep learning for financial applications : A survey (2020)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)A test for independence based on the correlation dimension (1996)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Dynamic connectedness and integration in cryptocurrency markets (2018)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)The Inefficiency of Bitcoin (2016)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques (2019)Prediction of the price of Ethereum blockchain cryptocurrency in an industrial finance system (2019)A Novel Cryptocurrency Price Prediction Model Using GRU, LSTM and bi-LSTM Machine Learning Algorithms (2021)A new look at Cryptocurrencies (2017)Price discovery of cryptocurrencies: Bitcoin and beyond (2018)Return and volatility spillovers among cryptocurrencies (2018)
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References

  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2010Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange880 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
  • 2018Predicting the Price of Bitcoin Using Machine Learning690 cited
  • 2017An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information458 cited
  • 2017Price clustering in Bitcoin355 cited
  • 2016Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies286 cited
  • 2016Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model263 cited
  • 2017The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression257 cited

Cited by

  • 2021Forecasting and trading cryptocurrencies with machine learning under changing market conditions

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240 cited
  • 2023Financial applications of machine learning: A literature review230 cited
  • 2020Convolution on neural networks for high-frequency trend prediction of cryptocurrency exchange rates using technical indicators196 cited
  • 2022Forecasting directional movements of stock prices for intraday trading using LSTM and random forests187 cited
  • 2020Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approach182 cited
  • 2021Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey179 cited
  • 2021The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach143 cited
  • 2021A Random Forests Approach to Predicting Clean Energy Stock Prices137 cited
  • 2022Performance evaluation of deep learning and boosted trees for cryptocurrency closing price prediction119 cited
  • 2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis118 cited
  • 2020Bitcoin Price Prediction and Analysis Using Deep Learning Models115 cited
  • 2021Predicting Ethereum prices with machine learning based on Blockchain information96 cited
  • 2020Forecasting Bitcoin closing price series using linear regression and neural networks models94 cited
  • 2021Bitcoin price forecasting: A perspective of underlying blockchain transactions88 cited
  • 2020Bitcoin price forecasting method based on CNN‐LSTM hybrid neural network model85 cited
  • 2023Explainable artificial intelligence modeling to forecast bitcoin prices82 cited