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
880.0 次下载
更新时间 2018/10/4

查看许可证

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
创建方式 R2018b
与 R2018b 及更高版本兼容
平台兼容性
Windows macOS Linux
类别
Help CenterMATLAB Answers 中查找有关 Financial Toolbox 的更多信息
版本 已发布 发行说明
1.0.1

Add the link to video demo in the MATLAB files.

1.0.0