Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models: Evidence from European Financial Markets and Bitcoins
This study analyzes the transmission of market uncertainty on key European financial markets and the cryptocurrency market over an extended period, encompassing the pre-, during, and post-pandemic periods. Daily financial market indices and price observations are used to assess the forecasting model...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-06-01
|
Series: | Forecasting |
Subjects: | |
Online Access: | https://www.mdpi.com/2571-9394/5/2/26 |