SSRNCrypto & DeFi
Cryptocurrency Liquidity Forecasting
The article introduces an algorithm that uses past transaction data to predict liquidity over a four-hour period, with the LSTM-based algorithm performing better than SARIMAX and TBATS algorithms in unusual situations.
Featured in No. 20 on 12 Oct 2023 · 4 days after release · 0 citations today
- Released
- 8 Oct 2023
- First featured
- No. 20 · 12 Oct 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4595672
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).