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My bibliography Save this paperForecasting Cryptocurrency Prices Using Deep Learning: Integrating Financial, Blockchain, and Text Data
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- Chen, Cathy Yi-Hsuan & Després, Roméo & Guo, Li & Renault, Thomas, 2019. "What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble," IRTG 1792 Discussion Papers 2019-016, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Leung, Mark T. & Daouk, Hazem & Chen, An-Sing, 2000. "Forecasting stock indices: a comparison of classification and level estimation models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 173-190.
- Vytautas Karalevicius & Niels Degrande & Jochen De Weerdt, 2018. "Using sentiment analysis to predict interday Bitcoin price movements," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 19(1), pages 56-75, December.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-AIN-2024-01-08 (Artificial Intelligence)
- NEP-BIG-2024-01-08 (Big Data)
- NEP-CMP-2024-01-08 (Computational Economics)
- NEP-PAY-2024-01-08 (Payment Systems and Financial Technology)
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