Hybrid Forecasting Models Based on the Neural Networks for the Volatility of Bitcoin

In this paper, we study the volatility forecasts in the Bitcoin market, which has become popular in the global market in recent years. Since the volatility forecasts help trading decisions of traders who want a profit, the volatility forecasting is an important task in the market. For the improvemen...

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Bibliographic Details
Main Authors: Monghwan Seo, Geonwoo Kim
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:Applied Sciences
Subjects:
Online Access:https://www.mdpi.com/2076-3417/10/14/4768