Forecasting Bitcoin Volatility using Regression Learner App

版本 1.0.1 (222.3 KB) 作者: 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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更新时间 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.

引用格式

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. 检索时间: .

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1.0.1

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1.0.0