… models in forecasting BTC prices does not focus on selecting the set of endogenous and
exogenous variables … average (arima) model for forecasting cryptocurrency exchange rate in …

… The XGBoost-Composite ensemble model outperformed the best prediction models. It …
cryptocurrencies attributes in general. A lot of studies tend to use bitcoin with other cryptocurrency-…

… In this paper, we introduce a new approach to multivariate forecasting cryptocurrency
prices using a hybrid contextual model combining exponential smoothing (ES) and recurrent …

… predicted with exogenous variables which are ethereum and tether two top cryptocurrencies,
economic and technological variables … is forecasting the up-to-date bitcoin prices by using …

… multiple parallel LSTM layers with N cryptocurrency data to predict one output [14]… the use
of the Facebook Prophet model to predict the price of Bitcoin using two exogenous variables: …

… our different models for producing daily forecasts for the cryptocurrencies. As anticipated,
we consider univariate and multivariate models with and without exogenous variables, and …

… predictive power of hidden Markov models in cryptocurrency … cryptocurrency specific
exogenous predictors. In total, we consider eight discrete state space HM models with exogenous …

… We aim to understand the dynamics of cryptocurrency prices and, specifically, how price
information is transmitted between different crypto market exchanges, and between crypto …

… market experiencing many external exogenous shocks. Although the cryptocurrency market
is a … stages, over time prices of cryptocurrencies are likely to become increasingly connected …

… the returns of the analysed cryptocurrencies. We used … forecasting BTC/USD or ETH/USD
exchange rates and it returns, so this confirms even bigger relevance of exogenous variables …