An adaptive network-based approach for advanced forecasting of cryptocurrency values

Fuente: arXiv
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Autores principales: Mehrban, Ali, Ahadian, Pegah
Formato: Preprint
Publicado: 2024
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author Mehrban, Ali
Ahadian, Pegah
author_facet Mehrban, Ali
Ahadian, Pegah
contents This paper describes an architecture for predicting the price of cryptocurrencies for the next seven days using the Adaptive Network Based Fuzzy Inference System (ANFIS). Historical data of cryptocurrencies and indexes that are considered are Bitcoin (BTC), Ethereum (ETH), Bitcoin Dominance (BTC.D), and Ethereum Dominance (ETH.D) in a daily timeframe. The methods used to teach the data are hybrid and backpropagation algorithms, as well as grid partition, subtractive clustering, and Fuzzy C-means clustering (FCM) algorithms, which are used in data clustering. The architectural performance designed in this paper has been compared with different inputs and neural network models in terms of statistical evaluation criteria. Finally, the proposed method can predict the price of digital currencies in a short time.
format Preprint
id arxiv_https___arxiv_org_abs_2401_05441
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle An adaptive network-based approach for advanced forecasting of cryptocurrency values
Mehrban, Ali
Ahadian, Pegah
Statistical Finance
Computational Engineering, Finance, and Science
Cryptography and Security
Machine Learning
This paper describes an architecture for predicting the price of cryptocurrencies for the next seven days using the Adaptive Network Based Fuzzy Inference System (ANFIS). Historical data of cryptocurrencies and indexes that are considered are Bitcoin (BTC), Ethereum (ETH), Bitcoin Dominance (BTC.D), and Ethereum Dominance (ETH.D) in a daily timeframe. The methods used to teach the data are hybrid and backpropagation algorithms, as well as grid partition, subtractive clustering, and Fuzzy C-means clustering (FCM) algorithms, which are used in data clustering. The architectural performance designed in this paper has been compared with different inputs and neural network models in terms of statistical evaluation criteria. Finally, the proposed method can predict the price of digital currencies in a short time.
title An adaptive network-based approach for advanced forecasting of cryptocurrency values
topic Statistical Finance
Computational Engineering, Finance, and Science
Cryptography and Security
Machine Learning
url https://arxiv.org/abs/2401.05441