Open AccessSurvey of Cryptocurrency Volatility Prediction Literature Using Artificial Neural Networks
Author(s) -
Sina E. Charandabi,
Kamyar Kamyar
Publication year - 2022
Publication title -
business and economic research
Language(s) - English
Resource type - Journals
ISSN - 2162-4860
DOI - 10.5296/ber.v12i1.19301
Subject(s) - cryptocurrency , artificial neural network , volatility (finance) , computer science , artificial intelligence , econometrics , machine learning , economics , computer security
We start by presenting a short description of the concept of cryptocurrency and the history behind it. Recently-developed literature that attempt to predict volatilities of cryptocurrency valuations through creation of hybrid artificial neural network models are then discussed. For the major part of the paper, we delve into details of multiple hybrid artificial neural networks that were thoroughly implemented to predict cryptocurrency volatilities. Results are reported within the form of a survey. Finally, we compare different methods and discuss their results follow at the end.