Survey of Cryptocurrency Volatility Prediction Literature Using Artificial Neural Networks

Abstract

We start by presenting a short description of the concept of cryptocurrency and the history behind it. Recently-developed literature that attempt to predict volatilities of cryptocurrency valuations through creation of hybrid artificial neural network models are then discussed. For the major part of the paper, we delve into details of multiple hybrid artificial neural networks that were thoroughly implemented to predict cryptocurrency volatilities. Results are reported within the form of a survey. Finally, we compare different methods and discuss their results follow at the end.