Document Zbl 07896208

Corrected triple correction method, CNN and transfer learning for prediction the realized volatility of Bitcoin and E-mini S&P500. (English) Zbl 07896208

Lobachevskii J. Math. 45, No. 3, 1194-1206 (2024).

MSC:

62Mxx	Inference from stochastic processes
65Kxx	Numerical methods for mathematical programming, optimization and variational techniques
91Gxx	Actuarial science and mathematical finance

Keywords:

forecasting; Bitcoin; E-mini S&P 500; cryptocurrencies; realized volatility; corrected triple correction method

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References:

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