Forecasting Bitcoin Spikes: A GARCH-SVM Approach

Forecasting Bitcoin Spikes: A GARCH-SVM Approach

This study aims to forecast extreme fluctuations of Bitcoin returns. Bitcoin is the first decentralized and the largest, in terms of capitalization, cryptocurrency. A well-timed and precise forecast of extreme changes in Bitcoin returns is key to market participants since they may trigger large-scal...

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Bibliographic Details
Main Authors: Theophilos Papadimitriou, Periklis Gogas, Athanasios Fotios Athanasiou
Format: Article
Language:English
Published: MDPI AG 2022-09-01
Series:Forecasting
Subjects:
forecast
cryptocurrency
Bitcoin
machine learning
support vector machines
spikes
Online Access:https://www.mdpi.com/2571-9394/4/4/41

Internet

https://www.mdpi.com/2571-9394/4/4/41

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