A Study on Cryptocurrency Log-Return Price Prediction Using Multivariate Time-Series Model
Cryptocurrencies are highly volatile investment assets and are difficult to predict. In this study, various cryptocurrency data are used as features to predict the log-return price of major cryptocurrencies. The original contribution of this study is the selection of the most influential major featu...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-09-01
|
| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/11/9/448 |