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cs.LG2025★ 3 cited
Multivariate Forecasting of Bitcoin Volatility with Gradient Boosting: Deterministic, Probabilistic, and Feature Importance Perspectives
Grzegorz Dudek, Mateusz Kasprzyk, Paweł Pełka
This study investigates the application of the Light Gradient Boosting Machine (LGBM) model for both deterministic and probabilistic forecasting of Bitcoin realized volatility. Uti…
cs.LG2025★ 2 cited
Forecasting Cryptocurrency Prices using Contextual ES-adRNN with Exogenous Variables
Slawek Smyl, Grzegorz Dudek, Paweł Pełka
In this paper, we introduce a new approach to multivariate forecasting cryptocurrency prices using a hybrid contextual model combining exponential smoothing (ES) and recurrent neur…