Measurement of Bitcoin Daily and Monthly Price Prediction Error Using Grey Model, Back Propagation Artificial Neural Network and Integrated model of Grey Neural Network

Subject Areas : Numerical Methods in Mathematical Finance

Mahdi Madanchi Zaj ¹ , Mohammad Ebrahim Samavi ² , Emad Koosha ³

1 - Department of Financial Management, Electronic Campus, Islamic Azad University Tehran, Iran
2 - Department of Finance, College of Management and Economics, Financial Engineering, Science and Research Branch, Islamic Azad University, Tehran, Iran.
3 - Department of Finance, Financial Engineering, Qazvin Branch, Islamic Azad University, Qazvin, Iran

Received: 2020-07-15 Accepted : 2020-11-08 Published : 2022-07-01

Keywords:

References:

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