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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2024-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10494511/ |