Predictive performance of denoising algorithms in S&P 500 and Bitcoin returns

Gülay E., Akgün Ö. B., Bekiroglu K., Duru O.

EXPERT SYSTEMS WITH APPLICATIONS, vol.260, pp.1-17, 2025 (SCI-Expanded, Scopus)

  • Publication Type: Article / Article
  • Volume: 260
  • Publication Date: 2025
  • Doi Number: 10.1016/j.eswa.2024.125400
  • Journal Name: EXPERT SYSTEMS WITH APPLICATIONS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.1-17
  • Keywords: Volatility forecasting, Data preprocessing, Denoising algorithm, Hankel matrix, Stock returns, Cryptocurrency
  • Dokuz Eylül University Affiliated: Yes