A systematic literature review of volatility and risk management on cryptocurrency investment: A methodological point of view

J Almeida, TC Gonçalves - Risks, 2022 - mdpi.com
In this study, we explore the research published from 2009 to 2021 and summarize what
extant literature has contributed in the last decade to the analysis of volatility and risk …

A decade of cryptocurrency investment literature: A cluster-based systematic analysis

J Almeida, TC Gonçalves - International Journal of Financial Studies, 2023 - mdpi.com
This study aims to systematically analyze and synthesize the literature produced thus far on
cryptocurrency investment. We use a systematic review process supported by VOSviewer …

[HTML][HTML] Hybrid deep learning and GARCH-family models for forecasting volatility of cryptocurrencies

B Amirshahi, S Lahmiri - Machine Learning with Applications, 2023 - Elsevier
Abstract The combination of Deep Learning and GARCH-type models has been proved to
be superior to the single models in forecasting of volatility in various markets such as …

Deep learning in predicting cryptocurrency volatility

V D'Amato, S Levantesi, G Piscopo - Physica A: Statistical Mechanics and …, 2022 - Elsevier
This paper focuses on the prediction of cryptocurrency volatility. The stock market volatility
represents a very influential aspect that affects a wide range of decisions in business and …

Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared

O Omole, D Enke - Financial Innovation, 2024 - Springer
This paper applies deep learning models to predict Bitcoin price directions and the
subsequent profitability of trading strategies based on these predictions. The study …

[HTML][HTML] Introspecting predictability of market fear in Indian context during COVID-19 pandemic: An integrated approach of applied predictive modelling and …

I Ghosh, MK Sanyal - … Journal of Information Management Data Insights, 2021 - Elsevier
Financial markets across the globe have seen rapid volatility and uncertainty owing to scary
and disruptive impacts of COVID-19 pandemic. Mayhem wrecked by frequent lockdowns …

Short-term power load probability density forecasting based on GLRQ-Stacking ensemble learning method

Y He, J Xiao, X An, C Cao, J Xiao - … Journal of Electrical Power & Energy …, 2022 - Elsevier
The high penetration rate of distributed energy brings severe challenges to the dispatch and
operation of power systems. Improving the accuracy of short-term power load forecasting …

Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting

PHM Albuquerque, Y Peng, JPF Silva - Journal of Forecasting, 2022 - Wiley Online Library
This paper discusses the application of ensemble techniques for the prediction of time
series, presenting an in‐depth review of the main techniques and algorithms used by the …

Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge

Q Zhu, J Che, S Liu - Physica A: Statistical Mechanics and its Applications, 2024 - Elsevier
Because there is a discrepancy between how individual investors and investment
institutions choose Bitcoin and its new derivatives and Exchange-Traded Funds (ETFs), this …

GARCH (1, 1) models and analysis of stock market turmoil during COVID-19 outbreak in an emerging and developed economy

B Setiawan, M Ben Abdallah, M Fekete-Farkas… - Journal of Risk and …, 2021 - mdpi.com
COVID-19 pandemic has led to uncertainties in the financial markets around the globe. The
pandemic has caused volatilities in the financial market at varying magnitudes, in the …