SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Forecasting Bitcoin Price Direction With Random Forests: How Important Are Interest Rates, Inflation, and Market Volatility?
16 references·5 citing·43 second hop
Forecasting Bitcoin Price Direction With Random Forests: How Important Are Interest Rates, Inflation, and Market Volatility? (2022)Forecasting Bitcoin Price Direction With …A CNN–LSTM model for gold price time-series forecasting (2020)A CNN–LSTM model for gold pri…Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Safe haven, hedge and diversi…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Bitcoin a hedge, a safe ha…A note on the validity of cross-validation for evaluating autoregressive time series prediction (2017)A note on the validity of cro…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Evaluating multiple classifiers for stock price direction prediction (2015)Evaluating multiple classifie…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting the Equity Risk P…Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Time Series Momentum (2011)Time Series MomentumIs gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)Causal Relations Among Stock …Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy (2024)Enhancing cryptocurrency mark…Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI (2023)Prediction and interpretation…Predicting Bitcoin Prices Using Machine Learning (2023)Predicting Bitcoin Prices Usi…Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models (2023)Forecasting Bitcoin prices us…Explainable artificial intelligence modeling to forecast bitcoin prices (2023)Explainable artificial intell…The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Forecasting with Exponential Smoothing : The State Space Approach (2008)On the use of cross-validation for time series predictor evaluation (2012)Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series (2019)Evaluating time series forecasting models: an empirical study on performance estimation methods (2020)M5 accuracy competition: Results, findings, and conclusions (2022)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Econometrics of Financial Markets (1997)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)The General Theory of Employment, Interest and Money. (1936)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Short interest and aggregate stock returns (2016)Judgment Under Uncertainty: Heuristics and Biases. (1984)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Does Academic Research Destroy Stock Return Predictability? (2015)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)A CNN-BiLSTM-AM method for stock price prediction (2020)Stock price prediction using deep learning and frequency decomposition (2020)Cryptocurrency trading: a comprehensive survey (2022)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)
this work references cited by second hop

References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2011Time Series Momentum1,470 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?982 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 2020A CNN–LSTM model for gold price time-series forecasting869 cited
  • 2017A note on the validity of cross-validation for evaluating autoregressive time series prediction770 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
  • 2015Evaluating multiple classifiers for stock price direction prediction597 cited
  • 1992Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation551 cited
  • 2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

526 cited
  • 2019Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin516 cited
  • Cited by

    • 2023Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models92 cited
    • 2023Explainable artificial intelligence modeling to forecast bitcoin prices82 cited
    • 2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI67 cited
    • 2023Predicting Bitcoin Prices Using Machine Learning37 cited
    • 2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy25 cited