中文
相关论文

相关论文: Improved Bitcoin Price Prediction based on COVID-1…

200 篇论文

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…

物理与社会 · 物理学 2020-05-15 Bingjie Yan , Xiangyan Tang , Boyi Liu , Jun Wang , Yize Zhou , Guopeng Zheng , Qi Zou , Yao Lu , Wenxuan Tu

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…

物理与社会 · 物理学 2021-03-30 Paolo Scarabaggio , Massimo La Scala , Raffaele Carli , Mariagrazia Dotoli

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…

计算金融 · 定量金融 2020-03-18 Claudiu Albulescu

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…

综合经济学 · 经济学 2025-04-16 Bo Wu

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…

交易与市场微观结构 · 定量金融 2021-05-04 Qiutong Guo , Shun Lei , Qing Ye , Zhiyang Fang

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…

机器学习 · 计算机科学 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

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…

统计金融 · 定量金融 2022-03-21 Matthieu Garcin , Jules Klein , Sana Laaribi

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.…

机器学习 · 计算机科学 2020-12-23 Behzad Javaheri

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…

统计金融 · 定量金融 2020-10-06 Asim Kumer Dey , Toufiqul Haq , Kumer Das , Irina Panovska

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…

计算工程、金融与科学 · 计算机科学 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

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,…

统计金融 · 定量金融 2020-09-15 M. Belén Arouxet , Aurelio F. Bariviera , Verónica E. Pastor , Victoria Vampa

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…

计算机与社会 · 计算机科学 2022-11-17 Linjiang Guo , Zijian Feng , Yuxue Chi , Mingzhu Wang , Yijun Liu

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…

统计金融 · 定量金融 2019-09-04 Samuel Asante Gyamerah

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…

机器学习 · 计算机科学 2025-11-26 Grzegorz Dudek , Mateusz Kasprzyk , Paweł Pełka

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,…

计算金融 · 定量金融 2023-03-09 Hakan Pabuccu , Serdar Ongan , Ayse Ongan

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…

机器学习 · 统计学 2019-02-08 Tian Guo , Albert Bifet , Nino Antulov-Fantulin

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…

物理与社会 · 物理学 2021-03-24 Guangchun Ruan , Jiahan Wu , Haiwang Zhong , Qing Xia , Le Xie

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…

物理与社会 · 物理学 2020-12-23 Yongtao Yao , Tony G. Geara , Weisong Shi

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…

应用统计 · 统计学 2021-01-05 Asim K. Dey , Kumer P. Das