arXiv 1802.040652018-02stat.MLcs.LG

Bitcoin Volatility Forecasting with a Glimpse into Buy and Sell Orders

ETH（苏黎世联邦理工学院）；Télécom ParisTech（巴黎高等电信学院）

Tian Guo, Albert Bifet, Nino Antulov-Fantulin

备注：: Full version of the paper published at IEEE International Conference on Data Mining (ICDM), 2018
发表信息：: 2018 IEEE International Conference on Data Mining (ICDM). IEEE, 2018: 989-994
DOI：: 10.1109/ICDM.2018.00123

英文摘要：

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 Bitcoin digital trading offices in 2016 and 2017 as well as order information. Experiments are performed to evaluate a variety of statistical and machine learning approaches.

机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。