Forecasting Bitcoin Volatility using Regression Learner App

This file is for the video demo with the same title showing how to predict volatility using Regression Learner App
Updated 4 Oct 2018

View License

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.

Cite As

MathWorks Quant Team (2024). Forecasting Bitcoin Volatility using Regression Learner App (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2018b
Compatible with R2018b and later releases
Platform Compatibility
Windows macOS Linux
Find more on Financial Toolbox in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes

Add the link to video demo in the MATLAB files.