Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model

Xunfa Lu, Cheng Liu, Kin Keung Lai, Hairong Cui. Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model. Kybernetes, 52(4):1487-1502, 2023. [doi]

@article{LuLLC23,
  title = {Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model},
  author = {Xunfa Lu and Cheng Liu and Kin Keung Lai and Hairong Cui},
  year = {2023},
  doi = {10.1108/K-07-2021-0620},
  url = {https://doi.org/10.1108/K-07-2021-0620},
  researchr = {https://researchr.org/publication/LuLLC23},
  cites = {0},
  citedby = {0},
  journal = {Kybernetes},
  volume = {52},
  number = {4},
  pages = {1487-1502},
}