The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression
| Autor: | Peng, Yaohao, Albuquerque, Pedro Henrique Melo, Camboim de Sá, Jader Martins, Padula, Ana Julia Akaishi, Montenegro, Mariana Rosa |
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| Zdroj: | In Expert Systems With Applications 1 May 2018 97:177-192 |
| Databáze: | ScienceDirect |
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