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Forecasting Bitcoin Volatility using Regression Learner App

version 1.0.1 (222 KB) by MathWorks Quant Team
This file is for the video demo with the same title showing how to predict volatility using Regression Learner App


Updated 04 Oct 2018

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Volatility forecasting is common but still a very important problem in finance, especially in risk management and quantitative finance. In this demo, we will show how to apply machine learning (regression) techniques to forecast a continuous response variable like volatility using the BitCoin data from Quandl. Moreover, you will also see how easy it is to use MATLAB to perform a complicated task like hyperparameter optimization.

You may watch the video demo here:

Cite As

MathWorks Quant Team (2020). Forecasting Bitcoin Volatility using Regression Learner App (, MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility
Created with R2018b
Compatible with R2018b to any release
Platform Compatibility
Windows macOS Linux