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Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price
16 references·0 citing·34 second hop
Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price (2019)Using Genetic Algorithm and NARX Neural N…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Predicting the Price of Bitcoin Using Machine Learning (2018)Predicting the Price of Bitco…Can 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…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Two-sided markets: a progress report (2006)Two-sided markets: a progress…Analysis of Financial Time Series (2006)Analysis of Financial Time Se…Analysis of Financial Time Series (2005)Analysis of Financial Time Se…Platform Competition in Two-Sided Markets (2003)Platform Competition in Two-S…Introduction to Time Series and Forecasting (2002)Introduction to Time Series a…ARCH Models and Financial Applications (1999)ARCH Models and Financial App…ARCH Models and Financial Applications (1997)ARCH Models and Financial App…Diffusion of innovations (1984)Diffusion of innovationsDIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Network externalities, competition, and compatibility (1985)Competition in two-sided markets (2006)Towards a Theory of Ecosystems (2018)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Time Series Analysis: Forecasting and Control (1977)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)The Problem of Social Cost (1960)Industry Platforms and Ecosystem Innovation (2013)Bridging differing perspectives on technological platforms: Toward an integrative framework (2014)Multivariate GARCH models: a surveyThe Pricing of Options and Corporate Liabilities (1973)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modeling Ordered Choices (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Generalized autoregressive conditional heteroskedasticity (1986)Cross‐validation strategies for data with temporal, spatial, hierarchical, or phylogenetic structure (2016)Financial time series forecasting model based on CEEMDAN and LSTM (2018)Organizational innovation adoption: a multi-level framework of determinants and opportunities for future research (2002)Oslo Manual (2005)Declarations for sustainability in higher education: becoming better leaders, through addressing the university system (2011)Econophysics review: I. Empirical facts (2011)The impact of the Russian-Ukrainian war on global financial markets (2023)Principles of forecasting : a handbook for researchers and practitioners (2001)25 years of time series forecasting (2006)The politics of attention: how government prioritizes problems (2006)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
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References

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  • 2003Platform Competition in Two-Sided Markets5,628 cited
  • 1978Time Series Analysis: Forecasting and Control.5,299 cited
  • 2002Introduction to Time Series and Forecasting3,913 cited
  • 2006Two-sided markets: a progress report2,987 cited
  • 1984Diffusion of innovations2,715 cited
  • 2006Analysis of Financial Time Series2,348 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
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  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 2018Price manipulation in the Bitcoin ecosystem746 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
  • 1999ARCH Models and Financial Applications417 cited
  • 1997

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ARCH Models and Financial Applications
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