Forecasting Bitcoin Volatility using Regression Learner App

버전 1.0.1 (222 KB) 작성자: MathWorks Quant Team
This file is for the video demo with the same title showing how to predict volatility using Regression Learner App
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업데이트 날짜: 2018/10/4

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Volatility forecasting is common but still a very important problem in finance, especially in risk management and quantitative finance. In this demo, we will show how to apply machine learning (regression) techniques to forecast a continuous response variable like volatility using the BitCoin data from Quandl. Moreover, you will also see how easy it is to use MATLAB to perform a complicated task like hyperparameter optimization.

인용 양식

MathWorks Quant Team (2024). Forecasting Bitcoin Volatility using Regression Learner App (https://www.mathworks.com/matlabcentral/fileexchange/68801-forecasting-bitcoin-volatility-using-regression-learner-app), MATLAB Central File Exchange. 검색됨 .

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1.0.1

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1.0.0