Related papers: Improved Bitcoin Price Prediction based on COVID-1…
New coronavirus disease (COVID-19) has constituted a global pandemic and has spread to most countries and regions in the world. By understanding the development trend of a regional epidemic, the epidemic can be controlled using the…
The COVID-19 crisis is profoundly influencing the global economic framework due to restrictive measures adopted by governments worldwide. Finding real-time data to correctly quantify this impact is very significant but not as…
This paper investigates the effect of the novel coronavirus and crude oil prices on the United States (US) economic policy uncertainty (EPU). Using daily data for the period January 21-March 13, 2020, our Autoregressive Distributed Lag…
This study investigates the causal relationship between the COVID-19 pandemic and wage levels, aiming to provide a quantified assessment of the impact. While no significant evidence is found for long-term effects, the analysis reveals a…
Bitcoin, one of the major cryptocurrencies, presents great opportunities and challenges with its tremendous potential returns accompanying high risks. The high volatility of Bitcoin and the complex factors affecting them make the study of…
In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…
The time-varying kernel density estimation relies on two free parameters: the bandwidth and the discount factor. We propose to select these parameters so as to minimize a criterion consistent with the traditional requirements of the…
Disadvantaged groups around the world have suffered and endured higher mortality during the current COVID-19 pandemic. This contrast disparity suggests that socioeconomic and health-related factors may drive inequality in disease outcome.…
We develop a novel temporal complex network approach to quantify the US county level spread dynamics of COVID-19. The objective is to study the effects of the local spread dynamics, COVID-19 cases and death, and Google search activities on…
Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…
The current situation of COVID-19 demands novel solutions to boost healthcare services and economic growth. A full-fledged solution that can help the government and people retain their normal lifestyle and improve the economy is crucial. By…
Cryptocurrency history begins in 2008 as a means of payment proposal. However, cryptocurrencies evolved into complex, high yield speculative assets. Contrary to traditional financial instruments, they are not (mostly) traded in organized,…
While COVID-19 has impacted humans for a long time, people search the web for pandemic-related information, causing anxiety. From a theoretic perspective, previous studies have confirmed that the number of COVID-19 cases can cause negative…
The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…
This study investigates the application of the Light Gradient Boosting Machine (LGBM) model for both deterministic and probabilistic forecasting of Bitcoin realized volatility. Utilizing a comprehensive set of 69 predictors -- encompassing…
Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…
In this paper, we study the ability to make the short-term prediction of the exchange price fluctuations towards the United States dollar for the Bitcoin market. We use the data of realized volatility collected from one of the largest…
Starting in early 2020, the novel coronavirus disease (COVID-19) severely affected the U.S., causing substantial changes in the operations of bulk power systems and electricity markets. In this paper, we develop a data-driven analysis to…
The COVID-19 pandemic brought unprecedented levels of disruption to the local and regional transportation networks throughout the United States, especially the Motor City: Detroit. That was mainly a result of swift restrictive measures such…
We develop an air mobility index and use the newly developed Apple's driving trend index to evaluate the impact of COVID-19 on the crude oil price. We use quantile regression and stationary and non-stationary extreme value models to study…