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

• Main Author: Αριστείδου, Χριστόφορος
• Other Authors: Aristeidou, Christoforos
• Language: English
• Published: 2020
• Subjects: 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...