Hybrid deep learning and GARCH-family models for forecasting volatility of cryptocurrencies
The combination of Deep Learning and GARCH-type models has been proved to be superior to the single models in forecasting of volatility in various markets such as energy, main metals, and especially stock markets. To verify this hypothesis for cryptocurrencies market, we constructed various Deep Lea...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-06-01
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| Series: | Machine Learning with Applications |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S266682702300018X |