Open access
2026
A Novel Kernel Regression-Based Decomposition Hybrid Framework for Forecasting Cryptocurrency Markets
A novel hybrid linear/nonlinear forecasting model based on a kernel regression decomposition framework, which exploits nonparametric kernel smoothing methods and linear/nonlinear forecasting models to improve forecast accuracy and predictability in cryptocurrency markets.
Hasnain Iftikhar, Said Farooq Shah, Paulo Canas Rodrigues et al.
· IEEE Access · 0 citations