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DatasetNews sentiment analysis using ChatGPT for Bitcoin price dynamics: Application of statistical and machine learning methods
Jan 24, 2025 - DataverseEconomics and finance

Fiszeder, Piotr; Pietrzyk, Radosław, 2025, "News sentiment analysis using ChatGPT for Bitcoin price dynamics: Application of statistical and machine learning methods", https://doi.org/10.18150/WEATTF, RepOD, V1

DatasetDetermining Multi-Class Trading Signals for Bitcoin: A Comparative Study of XGBoost, LightGBM, and Random Forest
Jan 7, 2025 - DataverseEconomics and finance

Stawarz, Marcin, 2025, "Determining Multi-Class Trading Signals for Bitcoin: A Comparative Study of XGBoost, LightGBM, and Random Forest", https://doi.org/10.18150/FXSBZP, RepOD, V1

DatasetRobust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies.
Nov 15, 2024 - DataverseEconomics and finance

Fiszeder, Piotr; Pietrzyk Radosław, 2024, "Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies.", https://doi.org/10.18150/LH0KS7, RepOD, V2

DatasetIdentification of Bitcoin Volatility Drivers Using Statistical and Machine Learning Methods
Aug 21, 2024 - DataverseEconomics and finance

Fiszeder, Piotr; Pietrzyk, Radosław, 2024, "Identification of Bitcoin Volatility Drivers Using Statistical and Machine Learning Methods", https://doi.org/10.18150/SJHAHR, RepOD, V1

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