Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series

Ryotaro Miura, Lukás Pichl, Taisei Kaizoji. Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series. In Huchuan Lu, Huajin Tang, Zhanshan Wang, editors, Advances in Neural Networks - ISNN 2019 - 16th International Symposium on Neural Networks, ISNN 2019, Moscow, Russia, July 10-12, 2019, Proceedings, Part I. Volume 11554 of Lecture Notes in Computer Science, pages 165-172, Springer, 2019. [doi]

@inproceedings{MiuraPK19,
  title = {Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series},
  author = {Ryotaro Miura and Lukás Pichl and Taisei Kaizoji},
  year = {2019},
  doi = {https://doi.org/10.1007/978-3-030-22796-8_18},
  researchr = {https://researchr.org/publication/MiuraPK19},
  cites = {0},
  citedby = {0},
  pages = {165-172},
  booktitle = {Advances in Neural Networks - ISNN 2019 - 16th International Symposium on Neural Networks, ISNN 2019, Moscow, Russia, July 10-12, 2019, Proceedings, Part I},
  editor = {Huchuan Lu and Huajin Tang and Zhanshan Wang},
  volume = {11554},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-030-22796-8},
}