ML-QuantSubscribe

SSRNCrypto & DeFi

Hybrid Model for Cryptocurrency Forecasting

A new forecasting model that combines Discrete Wavelet Transform and Long Short-Term Memory network is presented to predict cryptocurrency returns, using specific economic indicators.

Featured in No. 38 on 21 Feb 2024 · 6 days after release

Released
15 Feb 2024
First featured
No. 38 · 21 Feb 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
16
Identifier
SSRN 4727350

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page