Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model

DOI Number:10.1108/K-07-2021-0620

Affiliation of Author(s):管理工程学院

Journal:Kybernetes

Funded by:国家自然科学基金、教育部人文社会科学基金、江苏省社科基金

Key Words:Risk management, Modelling, The joint regression combined forecasting, LSTM, LSTM-J-C

All the Authors:Liu Cheng,Lai Kin Keung,Cui Hairong

First Author:Lu Xunfa

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Volume:52

Issue:4

Page Number:1487-1502

Translation or Not:no

Date of Publication:2023-03-24

Included Journals:SCI

Publication links:https://www.emeraldgrouppublishing.com/journal/k