[HTML][HTML] A systematic literature review of investor behavior in the cryptocurrency markets

J Almeida, TC Gonçalves - Journal of Behavioral and Experimental …, 2023 - Elsevier
This review aims to analyze and synthesize the literature produced so far on investor
behavior in the cryptocurrency market. We use VOSviewer 1.6. 17 software to perform a …

[HTML][HTML] Models used to characterise blockchain features. A systematic literature review and bibliometric analysis

JJ Rico-Pena, R Arguedas-Sanz, C Lopez-Martin - Technovation, 2023 - Elsevier
Blockchain has emerged as an innovative technology with potential to transform business
management, through operational efficiency improvements. Nevertheless, several …

Past, present, and future of the application of machine learning in cryptocurrency research

YS Ren, CQ Ma, XL Kong, K Baltas… - Research in International …, 2022 - Elsevier
Cryptocurrency has captured the interest of financial scholars and become a major research
topic in blockchain. In cryptocurrency research, the use of machine learning algorithms is …

Forecasting cryptocurrency prices using LSTM, GRU, and bi-directional LSTM: a deep learning approach

PL Seabe, CRB Moutsinga, E Pindza - Fractal and Fractional, 2023 - mdpi.com
Highly accurate cryptocurrency price predictions are of paramount interest to investors and
researchers. However, owing to the nonlinearity of the cryptocurrency market, it is difficult to …

MLP-based Learnable Window Size for Bitcoin price prediction

S Rajabi, P Roozkhosh, NM Farimani - Applied Soft Computing, 2022 - Elsevier
Over the past few years, Bitcoin price prediction has been changed to a big challenge for
investors on cryptocurrencies. In this regard, Neural Networks as a strong structure for …

Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?

J Wang, F Ma, E Bouri, Y Guo - Journal of Forecasting, 2023 - Wiley Online Library
Academic research relies heavily on exogenous drivers to improve the forecasting accuracy
of Bitcoin volatility. The present study provides additional insight into the role of both …

Forecasting cryptocurrency returns with machine learning

Y Liu, Z Li, R Nekhili, J Sultan - Research in International Business and …, 2023 - Elsevier
This article employs machine learning models to predict returns for 3703 cryptocurrencies
for the 2013–2021 period. Based on daily data, we build an equal (capital)-weighted …

Digital financial asset price fluctuation forecasting in digital economy era using blockchain information: A reconstructed dynamic-bound Levenberg–Marquardt neural …

D Shang, Z Yan, L Zhang, Z Cui - Expert Systems with Applications, 2023 - Elsevier
Digital financial assets such as cryptocurrency are playing an increasingly crucial role in the
digital economy era. Cryptocurrency is characterized by significant volatility and asset price …

Novel insights into the modeling financial time-series through machine learning methods: Evidence from the cryptocurrency market

M Khosravi, MM Ghazani - Expert Systems with Applications, 2023 - Elsevier
This study proposes a novel approach for modeling financial time series, concentrating on
data pre-processing and selecting effective features in conventional and proposed modeling …

Forecasting cryptocurrency prices using recurrent neural network and long short-term memory

I Nasirtafreshi - Data & Knowledge Engineering, 2022 - Elsevier
The rapid development of cryptocurrencies over the past decade is one of the most
controversial and ambiguous innovations in the modern global economy. Numerous and …