CORDIS Project
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This project develops new models to forecast cryptocurrency price volatility by integrating empirical features of cryptocurrency data with artificial neural networks to analyze sentiment. The aim is to create robust estimation techniques that can enhance understanding for investors and regulators.
Forecasting cryptocurrency volatility is a topic of interest in quantitative finance. A growing number of studies argue that compared to equty price cryptocurrency prices are to a large and perhaps abnormal degree driven by sentiments.
However, econometric studies focus on forcing conditional volatility models developed for equity return volatility to fit on cryptocurrency data despite being aware that estimation techniques developed for analyzing equity price or commodity price volatility lack…
TAMPEREEN KORKEAKOULUSAATIO SR
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