{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,17]],"date-time":"2026-05-17T02:07:13Z","timestamp":1778983633623,"version":"3.51.4"},"publisher-location":"New York, NY, USA","reference-count":18,"publisher":"ACM","license":[{"start":{"date-parts":[[2023,1,13]],"date-time":"2023-01-13T00:00:00Z","timestamp":1673568000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2023,1,13]]},"DOI":"10.1145\/3584816.3584823","type":"proceedings-article","created":{"date-parts":[[2023,6,26]],"date-time":"2023-06-26T18:09:43Z","timestamp":1687802983000},"page":"43-50","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":0,"title":["Cryptocurrency Market Volatility Forecasting"],"prefix":"10.1145","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-9483-584X","authenticated-orcid":false,"given":"Yiming","family":"Wang","sequence":"first","affiliation":[{"name":"Zhongnan University of Economics and Law, China"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2023,6,26]]},"reference":[{"key":"e_1_3_2_1_1_1","first-page":"21260","article-title":"Bitcoin: A peer-to-peer electronic cash system","author":"Nakamoto S.","year":"2008","unstructured":"S. Nakamoto, \"Bitcoin: A peer-to-peer electronic cash system,\" Decentralized Business Review, p. 21260, 2008.","journal-title":"Decentralized Business Review"},{"key":"e_1_3_2_1_2_1","volume-title":"A comprehensive introduction,\" ed: JSTOR","author":"Bolt W.","year":"2017","unstructured":"W. Bolt, \"Bitcoin and cryptocurrency technologies: A comprehensive introduction,\" ed: JSTOR, 2017."},{"key":"e_1_3_2_1_3_1","first-page":"3883123","article-title":"Cryptocurrency as an alternative inflation hedge?","author":"Smales L. A.","year":"2021","unstructured":"L. A. Smales, \"Cryptocurrency as an alternative inflation hedge?,\" Available at SSRN 3883123, 2021.","journal-title":"Available at SSRN"},{"key":"e_1_3_2_1_4_1","volume-title":"Modelling and forecasting volatility of returns on the Ghana stock exchange using GARCH models","author":"Frimpong J. M.","year":"2006","unstructured":"J. M. Frimpong and E. F. Oteng-Abayie, \"Modelling and forecasting volatility of returns on the Ghana stock exchange using GARCH models,\" 2006."},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.eneco.2008.09.006"},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.3934\/QFE.2019.4.739"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.3390\/jrfm10040017"},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"crossref","unstructured":"H. P. Kumar and B. S. Patil \"Forecasting volatility trend of INR USD currency pair with deep learning LSTM techniques \" in 2018 3rd International Conference on Computational Systems and Information Technology for Sustainable Solutions (CSITSS) 2018: IEEE pp. 91-97.","DOI":"10.1109\/CSITSS.2018.8768767"},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.procs.2022.04.015"},{"key":"e_1_3_2_1_10_1","first-page":"165","volume-title":"Artificial neural networks for realized volatility prediction in cryptocurrency time series,\" in International Symposium on Neural Networks","author":"Miura R.","year":"2019","unstructured":"R. Miura, L. Pichl, and T. Kaizoji, \"Artificial neural networks for realized volatility prediction in cryptocurrency time series,\" in International Symposium on Neural Networks, 2019: Springer, pp. 165-172."},{"key":"e_1_3_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2018.03.002"},{"issue":"3","key":"e_1_3_2_1_12_1","first-page":"147","article-title":"Forecasting Conditional Volatility of Inflation Rate in Nigeria Using Artificial Neural Networks","volume":"4","author":"Suleiman S.","year":"2017","unstructured":"S. Suleiman and M. Burodo, \"Forecasting Conditional Volatility of Inflation Rate in Nigeria Using Artificial Neural Networks,\" International Journal of Novel Research in Marketing Management and Economics, vol. 4, no. 3, pp. 147-156, 2017.","journal-title":"International Journal of Novel Research in Marketing Management and Economics"},{"key":"e_1_3_2_1_13_1","first-page":"1","volume-title":"Statistical models of KSE100 index using hybrid financial systems,\" in 2006 IEEE International Conference on Engineering of Intelligent Systems","author":"Fatima S.","year":"2006","unstructured":"S. Fatima and G. Hussain, \"Statistical models of KSE100 index using hybrid financial systems,\" in 2006 IEEE International Conference on Engineering of Intelligent Systems, 2006: IEEE, pp. 1-6."},{"key":"e_1_3_2_1_14_1","first-page":"256109","article-title":"Is the'Leverage Effect'a leverage effect?","author":"Figlewski S.","year":"2000","unstructured":"S. Figlewski and X. Wang, \"Is the'Leverage Effect'a leverage effect?,\" Available at SSRN 256109, 2000.","journal-title":"Available at SSRN"},{"key":"e_1_3_2_1_15_1","doi-asserted-by":"publisher","DOI":"10.1162\/neco.1997.9.8.1735"},{"key":"e_1_3_2_1_16_1","volume-title":"Portfolio selection,\" Handbook of finance","author":"Fabozzi F. J.","year":"2008","unstructured":"F. J. Fabozzi, H. M. Markowitz, and F. Gupta, \"Portfolio selection,\" Handbook of finance, vol. 2, 2008."},{"key":"e_1_3_2_1_17_1","doi-asserted-by":"publisher","DOI":"10.2469\/faj.v70.n2.1"},{"key":"e_1_3_2_1_18_1","doi-asserted-by":"crossref","unstructured":"C. Brooks \"RATS Handbook to accompany introductory econometrics for finance \" Cambridge Books 2008.","DOI":"10.1017\/CBO9780511814082"}],"event":{"name":"ICCMB 2023: 2023 The 6th International Conference on Computers in Management and Business","location":"Macau China","acronym":"ICCMB 2023"},"container-title":["Proceedings of the 2023 6th International Conference on Computers in Management and Business"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3584816.3584823","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3584816.3584823","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,5,17]],"date-time":"2026-05-17T01:40:58Z","timestamp":1778982058000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3584816.3584823"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,1,13]]},"references-count":18,"alternative-id":["10.1145\/3584816.3584823","10.1145\/3584816"],"URL":"https:\/\/doi.org\/10.1145\/3584816.3584823","relation":{},"subject":[],"published":{"date-parts":[[2023,1,13]]},"assertion":[{"value":"2023-06-26","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}