Next-Day Bitcoin Price Forecast

Consistent with the previous literature, we find that the S&P 500, Google searches and last week’s return on Bitcoin to be significant explanatory variables, while gold, oil,

The stock market crash is the most prominent single day market price recession that caused Bitcoin Cash, Ethereum, Bitcoin, and Litecoin to plummet by 43.95%, 43.09%, 37.41%,

To investigate if and how investor attention impact the price of bitcoin, we obtain data from bitcoin trading markets and internet search queries provided by Google

The results show large statistical significant improvements in point forecasting of Bitcoin and Ethereum when using combinations of univariate models and in density forecasting

Figure 43 shows the first 25 time steps on the training data for an LSTM model using price and trendscore to predict the next price. The plots on the left are the results from a

Figure 43 shows the first 25 time steps on the training data for an LSTM model using price and trendscore to predict the next price. The plots on the left are the results from a

Comparing simulations from the models with and without a buy-to-let sector indicates that the combination of freely set rents and buy-to-let investors increases price growth by

Under the approach of this paper, a variance estimate for the chained current index is then given by a weighted average of the variances in all the elementary period indices..