Forecasting Bitcoin Volatility using Regression Learner App

This file is for the video demo with the same title showing how to predict volatility using Regression Learner App
Aktualisiert 4. Okt 2018

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Volatility forecasting is common but still a very important problem in finance, especially in risk management and quantitative finance. In this demo, we will show how to apply machine learning (regression) techniques to forecast a continuous response variable like volatility using the BitCoin data from Quandl. Moreover, you will also see how easy it is to use MATLAB to perform a complicated task like hyperparameter optimization.

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MathWorks Quant Team (2024). Forecasting Bitcoin Volatility using Regression Learner App (, MATLAB Central File Exchange. Abgerufen .

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Erstellt mit R2018b
Kompatibel mit R2018b und späteren Versionen
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