Litcius/Paper detail

On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model

Xiaolong Tang, Yuping Song, Xingrui Jiao, Yankun Sun

2023Computational Economics22 citationsDOI

Topics & Concepts

Feature selectionComputer scienceVolatility (finance)HeteroscedasticityEconometricsAutoregressive modelArtificial intelligenceImplied volatilityModel selectionDeep learningStochastic volatilityMachine learningEconomicsBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityStock Market Forecasting Methods
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model | Litcius