This repository contains the code for the paper "Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors", by Ioannis Chalkiadakis, Prof. Gareth W. Peters and Dr. Matthew Ames.
natural-language-processing sentiment-analysis transformer cryptocurrencies midas attention-mechanism multi-time-scale-analysis mixed-frequency-data gegenbauer-long-memory
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Updated
Jul 23, 2024 - R