HyBiLSTM: Multivariate Bitcoin Price Forecasting Using Hybrid Time-Series Models With Bidirectional LSTM

HyBiLSTM: Multivariate Bitcoin Price Forecasting Using Hybrid Time-Series Models With Bidirectional LSTM

Despite their growing popularity in recent research, most hybrid models that harness the strengths of both classical time-series analysis and deep learning models have been explored within the univariate forecasting context. In the econometric domain, where exogenous factors play a crucial role; the...

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Bibliographic Details
Main Authors: Anny Mardjo, Chidchanok Choksuchat
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Access
Subjects:
LSTM
ARIMAX
GARCHX
bitcoin
SHAP
bidirectional LSTM
Online Access:https://ieeexplore.ieee.org/document/10494511/

Internet

https://ieeexplore.ieee.org/document/10494511/

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