{"id":"https://openalex.org/W4382054067","doi":"https://doi.org/10.1145/3584816.3584823","title":"Cryptocurrency Market Volatility Forecasting","display_name":"Cryptocurrency Market Volatility Forecasting","publication_year":2023,"publication_date":"2023-01-13","ids":{"openalex":"https://openalex.org/W4382054067","doi":"https://doi.org/10.1145/3584816.3584823"},"language":"en","primary_location":{"id":"doi:10.1145/3584816.3584823","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3584816.3584823","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2023 6th International Conference on Computers in Management and Business","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101772733","display_name":"Wang Yi-ming","orcid":"https://orcid.org/0000-0001-9483-584X"},"institutions":[{"id":"https://openalex.org/I158934434","display_name":"Zhongnan University of Economics and Law","ror":"https://ror.org/04yqxxq63","country_code":"CN","type":"education","lineage":["https://openalex.org/I158934434"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yiming Wang","raw_affiliation_strings":["Zhongnan University of Economics and Law, China"],"raw_orcid":"https://orcid.org/0000-0001-9483-584X","affiliations":[{"raw_affiliation_string":"Zhongnan University of Economics and Law, China","institution_ids":["https://openalex.org/I158934434"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101772733"],"corresponding_institution_ids":["https://openalex.org/I158934434"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"43","last_page":"50"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9894000291824341,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9894000291824341,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9894000291824341,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9876000285148621,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.9142921566963196},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.7227554321289062},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4050687849521637},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.378218412399292},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3243430256843567},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.30188196897506714},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.12917950749397278}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.9142921566963196},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7227554321289062},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4050687849521637},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.378218412399292},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3243430256843567},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30188196897506714},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.12917950749397278}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3584816.3584823","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3584816.3584823","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2023 6th International Conference on Computers in Management and Business","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.49000000953674316}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1558455027","https://openalex.org/W1573803331","https://openalex.org/W1607922730","https://openalex.org/W1951385857","https://openalex.org/W2017156294","https://openalex.org/W2064675550","https://openalex.org/W2121592620","https://openalex.org/W2759609844","https://openalex.org/W2789364533","https://openalex.org/W2945978829","https://openalex.org/W2953561386","https://openalex.org/W2964681155","https://openalex.org/W2992980136","https://openalex.org/W3124751643","https://openalex.org/W3189337061","https://openalex.org/W4211068006","https://openalex.org/W4248175462","https://openalex.org/W4285229282","https://openalex.org/W6633275247","https://openalex.org/W6799374871","https://openalex.org/W6820905324"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W4366411693","https://openalex.org/W3211641817","https://openalex.org/W3164717803","https://openalex.org/W4389915954","https://openalex.org/W3123387860","https://openalex.org/W4291291739","https://openalex.org/W4394826704","https://openalex.org/W2753588648","https://openalex.org/W2392378997"],"abstract_inverted_index":{"Although":[0],"cryptocurrencies":[1],"are":[2,35],"catching":[3],"the":[4,83,88,95,110],"fancy":[5],"of":[6,66,72,106,113],"investors":[7],"for":[8,102],"various":[9],"benefits":[10],"such":[11],"as":[12,58],"decentralization,":[13],"low":[14],"transaction":[15],"costs,":[16],"and":[17,30,41],"inflation":[18],"hedging,":[19],"their":[20],"extreme":[21,111],"volatility":[22,34,65,112],"is":[23],"sometimes":[24],"keeping":[25],"many":[26],"away.":[27],"Consequently,":[28],"modeling":[29],"forecasting":[31],"cryptocurrency":[32,55,67],"market":[33,56,68],"essential":[36],"to":[37,51,126],"investors\u2019":[38],"investment":[39],"decisions":[40],"risk":[42],"management.":[43],"However,":[44],"most":[45],"previous":[46],"studies":[47],"have":[48],"been":[49],"limited":[50],"Bitcoin":[52],"volatility,":[53],"disregarding":[54],"performance":[57],"a":[59,70,75,103],"whole.":[60],"This":[61,97],"study":[62,98],"estimates":[63],"realized":[64],"with":[69],"variety":[71],"algorithms":[73],"employing":[74],"portfolio-style":[76],"technique.":[77],"After":[78],"comparison,":[79],"LSTM":[80],"networks":[81],"surpass":[82],"conventional":[84],"GARCH-type":[85],"models;":[86],"meanwhile,":[87],"hybrid":[89],"GARCH":[90],"neural":[91],"network":[92],"models":[93,121],"perform":[94],"worst.":[96],"provides":[99],"an":[100],"impetus":[101],"significant":[104],"number":[105],"academics":[107],"interested":[108],"in":[109],"cryptocurrencies.":[114],"Additionally,":[115],"it":[116],"illustrates":[117],"that":[118],"more":[119],"sophisticated":[120],"may":[122],"not":[123],"always":[124],"lead":[125],"better":[127],"predictive":[128],"performance.":[129]},"counts_by_year":[],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}