Using correlated stochastic differential equations to forecast cryptocurrency rates and social media activities

Stephen Dipple, Abhishek Choudhary, James Flamino, Boleslaw K. Szymanski, Gyorgy Korniss. Using correlated stochastic differential equations to forecast cryptocurrency rates and social media activities. Applied Network Science, 5(1):17, 2020. [doi]

@article{DippleCFSK20,
  title = {Using correlated stochastic differential equations to forecast cryptocurrency rates and social media activities},
  author = {Stephen Dipple and Abhishek Choudhary and James Flamino and Boleslaw K. Szymanski and Gyorgy Korniss},
  year = {2020},
  doi = {10.1007/s41109-020-00259-1},
  url = {https://doi.org/10.1007/s41109-020-00259-1},
  researchr = {https://researchr.org/publication/DippleCFSK20},
  cites = {0},
  citedby = {0},
  journal = {Applied Network Science},
  volume = {5},
  number = {1},
  pages = {17},
}