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구성원
Article|
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인용수 0
·2026
Probabilistic forecasting of high-frequency realized cryptocurrency volatility via CEEMDAN-integrated autoregressive recurrent neural network
Yosep Na, Jun Young Byun, Jungyoon Song, Jungyoon Song, Jae Wook Song, Jae Wook Song
IF 3.1 (2026) Physica A Statistical Mechanics and its Applications
키워드
Volatility (finance)CryptocurrencyProbabilistic logicAutoregressive modelRealized varianceDeep learningProbabilistic forecastingPortfolioArtificial neural network
타입
Article
IF / 인용수
3.1 / 0
원문
https://doi.org/10.1016/j.physa.2026.131364
게재 연도
2026