Jacopo De Stefani, Olivier Caelen, Dalila Hattab, Yann-Aël Le Borgne, Gianluca Bontempi. A Multivariate and Multi-step Ahead Machine Learning Approach to Traditional and Cryptocurrencies Volatility Forecasting. In Carlos Alzate, Anna Monreale, Livio Bioglio, Valerio Bitetta, Ilaria Bordino, Guido Caldarelli, Andrea Ferretti, Riccardo Guidotti, Francesco Gullo, Stefano Pascolutti, Ruggero G. Pensa, Céline Robardet, Tiziano Squartini, editors, ECML PKDD 2018 Workshops - MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings. Volume 11054 of Lecture Notes in Computer Science, pages 7-22, Springer, 2018. [doi]
@inproceedings{StefaniCHBB18,
title = {A Multivariate and Multi-step Ahead Machine Learning Approach to Traditional and Cryptocurrencies Volatility Forecasting},
author = {Jacopo De Stefani and Olivier Caelen and Dalila Hattab and Yann-Aël Le Borgne and Gianluca Bontempi},
year = {2018},
doi = {10.1007/978-3-030-13463-1_1},
url = {https://doi.org/10.1007/978-3-030-13463-1_1},
researchr = {https://researchr.org/publication/StefaniCHBB18},
cites = {0},
citedby = {0},
pages = {7-22},
booktitle = {ECML PKDD 2018 Workshops - MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings},
editor = {Carlos Alzate and Anna Monreale and Livio Bioglio and Valerio Bitetta and Ilaria Bordino and Guido Caldarelli and Andrea Ferretti and Riccardo Guidotti and Francesco Gullo and Stefano Pascolutti and Ruggero G. Pensa and Céline Robardet and Tiziano Squartini},
volume = {11054},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-13463-1},
}