Intraday Functional PCA Forecasting of Cryptocurrency Returns
Fuente:
arXiv
Saved in:
| Main Authors: | Jasiak, Joann, Zhong, Cheng |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
GCov-Based Portmanteau Test
by: Jasiak, Joann, et al.
Published: (2023)
by: Jasiak, Joann, et al.
Published: (2023)
Digital Divide: Evidence from the 2020 Canadian Internet Use Survey
by: Jasiak, Joann, et al.
Published: (2023)
by: Jasiak, Joann, et al.
Published: (2023)
Optimization of the Generalized Covariance Estimator in Noncausal Processes
by: Cubadda, Gianluca, et al.
Published: (2023)
by: Cubadda, Gianluca, et al.
Published: (2023)
Regularized Generalized Covariance (RGCov) Estimator
by: Giancaterini, Francesco, et al.
Published: (2025)
by: Giancaterini, Francesco, et al.
Published: (2025)
Bubble Detection with Application to Green Bubbles: A Noncausal Approach
by: Giancaterini, Francesco, et al.
Published: (2025)
by: Giancaterini, Francesco, et al.
Published: (2025)
Shrinkage Regularization for (Non)Linear Serial Dependence Test
by: Giancaterini, Francesco, et al.
Published: (2026)
by: Giancaterini, Francesco, et al.
Published: (2026)
Return and Volatility Forecasting Using On-Chain Flows in Cryptocurrency Markets
by: Chi, Yeguang, et al.
Published: (2024)
by: Chi, Yeguang, et al.
Published: (2024)
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models
by: Gourieroux, Christian, et al.
Published: (2022)
by: Gourieroux, Christian, et al.
Published: (2022)
Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects
by: Takahashi, Makoto
Published: (2025)
by: Takahashi, Makoto
Published: (2025)
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
by: Deng, Lin, et al.
Published: (2023)
by: Deng, Lin, et al.
Published: (2023)
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector
by: Choi, Sung Hoon, et al.
Published: (2024)
by: Choi, Sung Hoon, et al.
Published: (2024)
A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting
by: Zhang, Cheng
Published: (2026)
by: Zhang, Cheng
Published: (2026)
Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
by: Gao, Zhaoxing, et al.
Published: (2023)
by: Gao, Zhaoxing, et al.
Published: (2023)
Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting
by: Sadabad, Yousef Adeli, et al.
Published: (2025)
by: Sadabad, Yousef Adeli, et al.
Published: (2025)
Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by: Hirsch, Simon, et al.
Published: (2023)
by: Hirsch, Simon, et al.
Published: (2023)
Quantifying the Risk-Return Tradeoff in Forecasting
by: Coulombe, Philippe Goulet
Published: (2026)
by: Coulombe, Philippe Goulet
Published: (2026)
Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections
by: Boot, Tom, et al.
Published: (2025)
by: Boot, Tom, et al.
Published: (2025)
Party On: The Labor Market Returns to Social Networks in Adolescence
by: Lleras-Muney, Adriana, et al.
Published: (2022)
by: Lleras-Muney, Adriana, et al.
Published: (2022)
Binary Response Forecasting under a Factor-Augmented Framework
by: Cheng, Tingting, et al.
Published: (2025)
by: Cheng, Tingting, et al.
Published: (2025)
Fixed-order PCA: Theory for Overestimated Factor Models
by: Liao, Yuan, et al.
Published: (2026)
by: Liao, Yuan, et al.
Published: (2026)
An Econometric Analysis of Large Flexible Cryptocurrency-mining Consumers in Electricity Markets
by: Majumder, Subir, et al.
Published: (2024)
by: Majumder, Subir, et al.
Published: (2024)
Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy
by: Haboub, Ahmad, et al.
Published: (2025)
by: Haboub, Ahmad, et al.
Published: (2025)
Forecasting for monetary policy
by: Coroneo, Laura
Published: (2025)
by: Coroneo, Laura
Published: (2025)
Corrected Forecast Combinations
by: Liu, Chu-An, et al.
Published: (2026)
by: Liu, Chu-An, et al.
Published: (2026)
Forecasted Treatment Effects
by: Botosaru, Irene, et al.
Published: (2023)
by: Botosaru, Irene, et al.
Published: (2023)
Optimizing Returns from Experimentation Programs
by: Sudijono, Timothy, et al.
Published: (2024)
by: Sudijono, Timothy, et al.
Published: (2024)
Forecast Relative Error Decomposition
by: Gourieroux, Christian, et al.
Published: (2024)
by: Gourieroux, Christian, et al.
Published: (2024)
Forecasting with Neuro-Dynamic Programming
by: Fernandes, Pedro Afonso
Published: (2024)
by: Fernandes, Pedro Afonso
Published: (2024)
One Factor to Bind the Cross-Section of Returns
by: Borri, Nicola, et al.
Published: (2024)
by: Borri, Nicola, et al.
Published: (2024)
Forecasting Political Stability in GCC Countries
by: Goldani, Mahdi
Published: (2024)
by: Goldani, Mahdi
Published: (2024)
Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials
by: Lee, Quinlan
Published: (2025)
by: Lee, Quinlan
Published: (2025)
A Real-Time Framework for Forecasting Metal Prices
by: Bastianin, Andrea, et al.
Published: (2025)
by: Bastianin, Andrea, et al.
Published: (2025)
Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs
by: González-Casasús, Oriol, et al.
Published: (2025)
by: González-Casasús, Oriol, et al.
Published: (2025)
Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
by: Ballarin, Giovanni, et al.
Published: (2022)
by: Ballarin, Giovanni, et al.
Published: (2022)
Regime-Switching Density Forecasts Using Economists' Scenarios
by: Moramarco, Graziano
Published: (2021)
by: Moramarco, Graziano
Published: (2021)
Forecasting realized covariances using HAR-type models
by: Quiroz, Matias, et al.
Published: (2024)
by: Quiroz, Matias, et al.
Published: (2024)
Automated Demand Forecasting in small to medium-sized enterprises
by: Gaertner, Thomas, et al.
Published: (2024)
by: Gaertner, Thomas, et al.
Published: (2024)
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors
by: Sam Astill, et al.
Published: (2024)
by: Sam Astill, et al.
Published: (2024)
Forecasting Thai inflation from univariate Bayesian regression perspective
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025)
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025)
Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
by: Pesaran, M. Hashem, et al.
Published: (2024)
by: Pesaran, M. Hashem, et al.
Published: (2024)
Similar Items
-
GCov-Based Portmanteau Test
by: Jasiak, Joann, et al.
Published: (2023) -
Digital Divide: Evidence from the 2020 Canadian Internet Use Survey
by: Jasiak, Joann, et al.
Published: (2023) -
Optimization of the Generalized Covariance Estimator in Noncausal Processes
by: Cubadda, Gianluca, et al.
Published: (2023) -
Regularized Generalized Covariance (RGCov) Estimator
by: Giancaterini, Francesco, et al.
Published: (2025) -
Bubble Detection with Application to Green Bubbles: A Noncausal Approach
by: Giancaterini, Francesco, et al.
Published: (2025)