Open access
Sep 2026
Analysis of Cryptocurrency Time Series and Forecasting of Volatility Changes Using LSTM Neural Networks and Multifractal Analysis Methods
Examination of volatility dynamics of Bitcoin, Ether, XRP, and Solana as an indicator of market risk showed that their forecasting contribution depends on the feature construction method, while volatility-based features were generally more informative.
Yaroslav Sokolovskyy, M. Opryshko, Tetiana Samotii et al.
· Applied Sciences · 0 citations