Forecasting Cryptocurrency Price Fluctuations with Granger Causality Analysis

David L. John, Bela Stantic. Forecasting Cryptocurrency Price Fluctuations with Granger Causality Analysis. In Edward Szczerbicki, Krystian Wojtkiewicz, Sinh Van Nguyen, Marcin Pietranik, Marek Krótkiewicz, editors, Recent Challenges in Intelligent Information and Database Systems - 14th Asian Conference, ACIIDS 2022, Ho Chi Minh City, Vietnam, November 28-30, 2022, Proceedings. Volume 1716 of Communications in Computer and Information Science, pages 201-213, Springer, 2022. [doi]

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