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gegenbauer-long-memory

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ichalkiad / ardlmidasdnn

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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.

natural-language-processing sentiment-analysis transformer cryptocurrencies midas attention-mechanism multi-time-scale-analysis mixed-frequency-data gegenbauer-long-memory
  • Updated Jul 23, 2024
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