Study of the volatility of bitcoin cryptocurrency using machine learning methods : an implementation in R

• Κύριος συγγραφέας: Αριστείδου, Χριστόφορος
• Άλλοι συγγραφείς: Aristeidou, Christoforos
• Γλώσσα: English
• Έκδοση: 2020
• Θέματα: Bitcoin; Cryptocurrency; Realized volatility; Prediction; Blockchain; RandomForest; Machine learning; Algorithm; Forecast; Time series; Πρόβλεψη; Μεταβλητότητα; Κρυπτονόμισμα; Μηχανική μάθηση; Αλγόριθμος; Χρονοσειρά

In this dissertation we forecast Bitcoin’s realized volatility using Blockchain information variables and machine learning methods. Based on the literature of Bitcoin, we used Blockchain information and the empirical results correspond with the literature that Blockchain information can explain the...