N-BEATS Perceiver: A Novel Approach for Robust Cryptocurrency Portfolio Forecasting
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DOI: 10.1007/s10614-023-10470-8
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References listed on IDEAS
- Georgios Tzagkarakis & Frantz Maurer, 2022. "Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets," Post-Print hal-03953953, HAL.
- Stephen Chan & Saralees Nadarajah, 2019. "Risk: An R Package for Financial Risk Measures," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1337-1351, April.
- Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & David Martinez-Rego & Fan Wu & Lingbo Li, 2022. "Cryptocurrency trading: a comprehensive survey," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-59, December.
- Chuen Yik Kang & Chin Poo Lee & Kian Ming Lim, 2022. "Cryptocurrency Price Prediction with Convolutional Neural Network and Stacked Gated Recurrent Unit," Data, MDPI, vol. 7(11), pages 1-13, October.
- Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & David Martinez-Regoband & Fan Wu, 2020. "Cryptocurrency Trading: A Comprehensive Survey," Papers 2003.11352, arXiv.org, revised Jan 2022.
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Keywords
N-BEATS; Perceiver; Transformers; Deep learning; Forecasting; Cryptocurrency;All these keywords.
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