https://www.principles0s.com/projects/Recent content in Projects on Lukas Rueda | Economist & Risk AnalystHugo -- gohugo.ioen-usLukas Ruedahttps://www.principles0s.com/projects/credit-market/Mon, 01 Jan 0001 00:00:00 +0000https://www.principles0s.com/projects/credit-market/ « » ← Scroll →https://www.principles0s.com/projects/es-vpoc/Mon, 01 Jan 0001 00:00:00 +0000https://www.principles0s.com/projects/es-vpoc/ Click Me ↑https://www.principles0s.com/projects/thesis/Mon, 01 Jan 0001 00:00:00 +0000https://www.principles0s.com/projects/thesis/Abstract This thesis develops and validates a Long Short-Term Memory (LSTM) neural network model for forecasting Bitcoin implied volatility (DVOL), the Deribit 30-day volatility index. Using a unified framework of 17 models (13 linear/tree baselines + 4 LSTM variants), we demonstrate that LSTM models achieve competitive performance (R² = 0.9287) when properly evaluated, narrowing the gap to linear/tree models to only 2%. Key Contributions Multi-window normalization analysis: 72-hour (3-day) window is optimal for R² level prediction Standard Lee-Mykland (2008) implementation: Academically rigorous jump detection with 236 jumps (0.