Managing extreme cryptocurrency volatility in algorithmic trading: EGARCH via genetic algorithms and neural networks
David Alaminos,
M. Belén Salas,
Ángela M. Callejón-Gil
Abstract:<abstract>
<p>The blockchain ecosystem has seen a huge growth since 2009, with the introduction of Bitcoin, driven by conceptual and algorithmic innovations, along with the emergence of numerous new cryptocurrencies. While significant attention has been devoted to established cryptocurrencies like Bitcoin and Ethereum, the continuous introduction of new tokens requires a nuanced examination. In this article, we contribute a comparative analysis encompassing deep learning and quantum methods within… Show more
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