Name
Abstract | ||
|---|---|---|
•We forecast the trend in the daily price of bitcoin with a hybrid Neuro-Fuzzy model.•The proposed methodology outperforms two other computational intelligence models.•The investment returns of the proposed model outperform a naive buy and hold strategy. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1016/j.ejor.2019.01.040 | European Journal of Operational Research |
Keywords | Field | DocType |
Artificial intelligence,Fuzzy sets,Neuro-fuzzy forecasting,Bitcoin price forecasting | Econometrics,Neuro-fuzzy,Mathematical optimization,Computational intelligence,Investment strategy,Decision support system,Fuzzy set,Cryptocurrency,Artificial neural network,Mathematics,Rate of return | Journal |
Volume | Issue | ISSN |
276 | 2 | 0377-2217 |
Citations | PageRank | References |
3 | 0.42 | 11 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| George S. Atsalakis | 1 | 276 | 13.00 |
| Ioanna G. Atsalaki | 2 | 3 | 0.42 |
| Fotios Pasiouras | 3 | 133 | 11.01 |
| Constantin Zopounidis | 4 | 1066 | 90.47 |