Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies

• Published in: 2023 IEEE Symposium Series on Computational Intelligence (SSCI) pp. 146 - 151
• Main Authors: Bowala, Sulalitha, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa, Hoque, Md Erfanul, Paseka, Alex
• Format: Conference Proceeding
• Language: English
• Published: IEEE 05.12.2023
• Subjects: Artificial neural networks; Cryptocurrencies; Cryptocurrency; Deep learning; Demand forecasting; Neural Networks; Predictive models; Solid modeling; Trading Volume; Volume measurement

Trading volume is an important variable to successfully capture market risks along with asset price/returns. Recently, there has been a growing interest in deep learning methods to forecast the trading volume of stocks using historical volatility as a feature. Unlike the existing work, a novel datad...