Browsing Department of Economics and Finance by Author "Shakil, Mohammad Hassan"
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Next-Day Bitcoin Price Forecast
Munim, Ziaul Haque; Shakil, Mohammad Hassan; Alon, Ilan (Peer reviewed; Journal article, 2019)This study analyzes forecasts of Bitcoin price using the autoregressive integrated moving average (ARIMA) and neural network autoregression (NNAR) models. Employing the static forecast approach, we forecast next-day Bitcoin ...