Managing extreme cryptocurrency volatility in algorithmic trading: EGARCH via genetic algorithms and neural networks

Managing extreme cryptocurrency volatility in algorithmic trading: EGARCH via genetic algorithms and neural networks

The blockchain ecosystem has seen a huge growth since 2009, with the introduction of Bitcoin, driven by conceptual and algorithmic innovations, along with the emergence of numerous new cryptocurrencies. While significant attention has been devoted to established cryptocurrencies like Bitcoin and Eth...

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Bibliographic Details
Main Authors: David Alaminos, M. Belén Salas, Ángela M. Callejón-Gil
Format: Article
Language:English
Published: AIMS Press 2024-03-01
Series:Quantitative Finance and Economics
Subjects:
emerging cryptocurrencies
egarch
genetic algorithms
neural networks
algorithmic trading
quantum computing
deep learning
Online Access:https://www.aimspress.com/article/doi/10.3934/QFE.2024007?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/QFE.2024007?viewType=HTML

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