Our cryptotraders readers might find this article helpful. Here we will use some plain old statistics and to find out which probability distribution function best fits bitcoin’s returns. Such function will allow for better risk controls and — we hope- more accurate predictions of the cryptocurrency price. We will use R as our tool of choice for this article

Introduction

In 2008 when it was first proposed, Bitcoin was considered by some as an opportunity for quick enrichment and by others as a vile financial pyramid, designed to enrich only its creators. We will take an intermediate approach here, that cryptocurrencies…


Abstract

We intend to compare the performance of a deep learning model with macroeconomic models made by major financial institutions in the field of inflation forecasting. All analyses were made with data released by the Central bank of Brazil, including the forecasts for future inflation. Our analysis shows that a Neural network can achieve better performance than a traditional model, opening new research possibilities in the near future.

Introduction

Inflation is among the main macroeconomic indicators studied by public and private sectors. It consists on the loss of value of a given currency in a given amount of time. While some inflation…

Pedro Guilherme Frade Moro

Investment banker turned Data Scientist

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