Majid Mirzaee Ghazani

Confidence-MPT: a machine learning-enhanced framework for robust portfolio optimization

Joint prediction of post-overreaction price movements across cryptocurrencies using multi-source and multi-output deep learning models

This study presents a novel multi-source, multi-output deep learning framework designed to predict the direction of price changes in four major cryptocurrencies immediately after overreaction events, highlighting the benefits of joint modeling, leading to more reliable forecasts during turbulent market conditions.