Exchange market liquidity prediction with the k-nearest neighbor approach: Crypto vs. fiat currencies

Matemáticas

• Autoregressive Moving Average 42%
• Autoregressive Moving Average Model 16%
• Conditional Heteroskedasticity 72%
• Currency 90%
• Emerging Markets 22%
• K-nearest Neighbor 82%
• Learning Algorithm 14%
• Liquidity 100%
• Machine Learning 13%
• Market 61%
• Microstructure 13%
• Model 12%
• Predict 11%
• Prediction 48%
• Ripple 17%
• Time series 10%
• Time Series Models 13%

Ingeniería y ciencia de los materiales

• Autoregressive moving average model 40%
• Bitcoin 21%
• Cryptocurrency 87%
• Ethereum 22%
• Learning algorithms 12%
• Machine learning 11%
• Microstructure 10%
• Time series 26%