A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process
Since its inception in 2009, Bitcoin has increasingly gained main stream attention from the general population to institutional investors. Several models, from GARCH type to jump-diffusion type, have been developed to dynamically capture the price movement of this highly volatile asset. While fittin...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2022-03-01
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| Serie: | Forecasting |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/2571-9394/4/2/23 |
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