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 (2026). Forecasting Bitcoin Volatility using Regression Learner App (https://ww2.mathworks.cn/matlabcentral/fileexchange/68801-forecasting-bitcoin-volatility-using-regression-learner-app), MATLAB Central File Exchange. 检索时间: .
MATLAB 版本兼容性
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R2018b
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