Non-fundamental, non-parametric Bitcoin forecasting
نویسندگان
چکیده
منابع مشابه
Gaussian Processes and Non-parametric Volatility Forecasting
We provide a formulation of stochastic volatility based on Gaussian processes, a flexible framework for Bayesian nonlinear regression. The advantage of using Gaussian processes in this context is to place volatility forecastingwithin a regression framework; this allows a large number of explanatory variables to be used for forecasting, a task difficult with standard volatility-forecasting formu...
متن کاملStochastic Non-Parametric Frontier Analysis
In this paper we develop an approach that synthesizes the best features of the two main methods in the estimation of production efficiency. Specically, our approach first allows for statistical noise, similar to Stochastic frontier analysis, and second, it allows modeling multiple-inputs-multiple-outputs technologies without imposing parametric assumptions on production relationship, similar to...
متن کاملForecasting Bank Failure: A Non-Parametric Frontier Estimation Approach†
The dramatic rise in bank failures over the last decade has led to a search for leading indicators so that costly bailouts might be avoided. While the quality of a bank’s management is generally acknowledged to be a key contributor to institutional collapse, it is usually excluded from early-warning models for lack of a metric. This paper describes a new approach for quantifying a bank’s manage...
متن کاملNon-parametric regression for space-time forecasting under missing data
0198-9715/$ see front matter 2012 Elsevier Ltd. A http://dx.doi.org/10.1016/j.compenvurbsys.2012.08.00 ⇑ Corresponding author. Tel.: +44 781 607 6958. E-mail addresses: [email protected] (J. Ha (T. Cheng). 1 Tel.: +44 781 56
متن کاملParametric versus non-parametric simulation
Most of ex-ante impact assessment policy models have been based on a parametric approach. We develop a novel non-parametric approach, called Inverse DEA. We use non parametric efficiency analysis for determining the farm’s technology and behaviour. Then, we compare the parametric approach and the Inverse DEA models to a known data generating process. We use a bio-economic model as a data genera...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2019
ISSN: 0378-4371
DOI: 10.1016/j.physa.2019.121727