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Creators/Authors contains: "Kim, Jong-Min"

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  1. ; (, Journal of Risk and Financial Management)
    In this study, we predicted the log returns of the top 10 cryptocurrencies based on market cap, using univariate and multivariate machine learning methods such as recurrent neural networks, deep learning neural networks, Holt’s exponential smoothing, autoregressive integrated moving average, ForecastX, and long short-term memory networks. The multivariate long short-term memory networks performed better than the univariate machine learning methods in terms of the prediction error measures. 
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  2. ; ; (, Annals of Data Science)
    null (Ed.)
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