A differential evolution-based regression framework for forecasting Bitcoin price

DOI10.1007/S10479-021-04000-8MaRDI QIDQ2070699zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 24 January 2022

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-021-04000-8

zbMATH Keywords

Bitcoindifferential evolutionmaximal overlap discrete wavelet transformationpolynomial regression with interactionsupport vector regression

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• A data analytic approach to forecasting daily stock returns in an emerging market
• A further analysis of robust regression modeling and data mining corrections testing in global stocks
• An introduction to wavelets and other filtering methods in finance and economics
• Bitcoin price forecasting with neuro-fuzzy techniques
• Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis
• Cryptocurrency forecasting with deep learning chaotic neural networks
• Detecting bubbles in bitcoin price dynamics via \textit{market exuberance}
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
• scientific article; zbMATH DE number 823069 (Why is no real title available?)
• Market risk and Bitcoin returns
• Sieve bootstrap for time series

Cited in

(7)

• Bitcoin price prediction using LSTM, GRU and hybrid LSTM-GRU with Bayesian optimization, random search, and grid search for the next days
• Systematic risk in the biopharmaceutical sector: a multiscale approach
• From regression models to machine learning approaches for long term bitcoin price forecast
• Statistical methods for decision support systems in finance: how Benford's law predicts financial risk
• Bitcoin price forecasting with neuro-fuzzy techniques
• Prediction and decoding of metaverse coin dynamics: a granular quest using MODWT-Facebook's prophet-TBATS and XAI methodology
• A residual driven ensemble machine learning approach for forecasting natural gas prices: analyses for pre-and during-COVID-19 phases

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