https://github.com/ichalkiad/ardlmidasdnn
This repository contains the code for the paper "Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors", by Ioannis Chalkiadakis, Prof. Gareth W. Peters and Dr. Matthew Ames.
https://github.com/ichalkiad/ardlmidasdnn
attention-mechanism cryptocurrencies gegenbauer-long-memory midas mixed-frequency-data multi-time-scale-analysis natural-language-processing sentiment-analysis transformer
Last synced: 6 months ago
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This repository contains the code for the paper "Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors", by Ioannis Chalkiadakis, Prof. Gareth W. Peters and Dr. Matthew Ames.
- Host: GitHub
- URL: https://github.com/ichalkiad/ardlmidasdnn
- Owner: ichalkiad
- License: mit
- Created: 2021-08-19T13:01:19.000Z (about 4 years ago)
- Default Branch: main
- Last Pushed: 2024-07-23T09:36:59.000Z (about 1 year ago)
- Last Synced: 2025-03-29T22:51:13.564Z (7 months ago)
- Topics: attention-mechanism, cryptocurrencies, gegenbauer-long-memory, midas, mixed-frequency-data, multi-time-scale-analysis, natural-language-processing, sentiment-analysis, transformer
- Language: R
- Homepage:
- Size: 511 KB
- Stars: 6
- Watchers: 2
- Forks: 2
- Open Issues: 0