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Estimation of Realized Volatility of Cryptocurrencies Using CEEMDAN-RF-LSTM

Huiqing Wang, Yongrong Huang,Zhide Chen,Xu Yang,Xun Yi,Hai Dong,Xuechao Yang

FUTURE GENERATION COMPUTER SYSTEMS-THE INTERNATIONAL JOURNAL OF ESCIENCE(2024)

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Key words
CEEMDAN,Random forest,LSTM,Cryptocurrency,Realized volatility
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