Bitcoin volatility forecasting: An artificial differential equation neural network

Bitcoin volatility forecasting: An artificial differential equation neural network

In this article, an alternate method for estimating the volatility parameter of Bitcoin is provided. Specifically, the procedure takes into account historical data. This quality is one of the most critical factors determining the Bitcoin price. The reader will notice an emphasis on historical knowle...

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Bibliographic Details
Main Authors: S. Pourmohammad Azizi, Chien Yi Huang, Ti An Chen, Shu Chuan Chen, Amirhossein Nafei
Format: Article
Language:English
Published: AIMS Press 2023-04-01
Series:AIMS Mathematics
Subjects:
bitcoin
volatility
differential equation
artificial neural network
forecasting
inverse problem
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2023712?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2023712?viewType=HTML

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