Cryptocurrency

• 3
• 2 Students
• All Levels

Courselet

This course summarizes three papers around cryptocurrencies from an economic perspective. A price model for speculative crypt..

• 2
• 6 Students
• All Levels

Courselet

We leverage recent advances in market regime (MR) clustering with the Implied Stochastic Volatility Model (ISVM) on a very re..

• 3
• 2 Students
• All Levels

Courselet

A short study using the Caginalp and Balenovic (1999) model for asset flow dynamics to examine fully collateralized stablecoi..

• 2
• 0 Students
• All Levels

Courselet

Cryptocurrency volatility forecasting using Random Forest, LSTM and XGBoost.

• 3
• 1 Students
• All Levels

Courselet

This CourseLet develops a complete machine learning pipeline to predict the daily return direction of Bitcoin (BTC-USD) over..