A New Hybrid Cryptocurrency Returns Forecasting Method Based on Multiscale Decomposition and an Optimized Extreme Learning Machine Using the Sparrow Search Algorithm

A New Hybrid Cryptocurrency Returns Forecasting Method Based on Multiscale Decomposition and an Optimized Extreme Learning Machine Using the Sparrow Search Algorithm

The return series of cryptocurrencies, which are emerging digital assets, exhibit nonstationarity, nonlinearity, and volatility clustering compared to other traditional financial markets, making them exceptionally difficult to forecast. Therefore, accurate cryptocurrency price forecasting is essenti...

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Bibliographic Details
Main Authors: Xiaoxu Du, Zhenpeng Tang, Junchuan Wu, Kaijie Chen, Yi Cai
Format: Article
Language:English
Published: IEEE 2022-01-01
Series:IEEE Access
Subjects:
Cryptocurrency
model selection
decomposition-ensemble
extreme learning machine
sparrow search algorithm
Online Access:https://ieeexplore.ieee.org/document/9785838/

Internet

https://ieeexplore.ieee.org/document/9785838/

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