Modelling Bitcoin returns using ARIMA and ANN models
Recent years witnessed significant investor interest in cryptocurrencies particularly since price of Bitcoin skyrocketed in December of 2017. This dissertation intends to evaluate the possibility of predicting the return of cryptocurrency in the case of Bitcoin using econometric and Artificial Intel...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2018
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| Online Access: | https://eprints.nottingham.ac.uk/53591/ |