LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios - García-Medina, Andrés; Aguayo-Moreno, Ester (Computational economics, 2024)
Keywords: Artificial neural networks; Autoregressive models; Capital; Crypto-currencies; Digital currencies; Forecasts and trends; Investment analysis; Machine learning; Multilayer perceptrons; Neural networks; Pandemics; Portfolios; Risk reduction; Short term memory; Time series; Variants; Volatility; Cryptocurrencies; GARCH–LSTM models; Volatility