Enhanced GRU Framework for Correlation Analysis of Cryptocurrency Market

Abstract

Bitcoin has recently received considerable interests in fields of economy and cryptography. In this study, we proposed Enhanced GRU Framework for Correlation Analysis of Cryptocurrency Market. We selected 8 cryptocurrencies... [ view full abstract ]

Authors

  1. Huisu Jang (Seoul National University)
  2. Jaewook Lee (Seoul National University)
  3. Woojin Lee (Seoul National University)
  4. hyungjin ko (Seoul National University)

Topic Areas

Blockchains and Cryptocurrencies , Computational Finance , Stochastic Analysis

Session

PS » Poster Presentations (11:00 - Monday, 16th July)

Presentation Files

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