Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models: Evidence from European Financial Markets and Bitcoins

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...

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Bibliographic Details
Main Author: Apostolos Ampountolas
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Forecasting
Subjects:
hybrid ETS-ANN model
ARIMA model
<i>k</i>NN model
time series forecasting
combination forecasting
European financial stock markets
Online Access:https://www.mdpi.com/2571-9394/5/2/26

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