Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization

Fuente: arXiv
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Hauptverfasser: Tumpa, Shamima Nasrin, Maduranga, Kehelwala Dewage Gayan
Format: Preprint
Veröffentlicht: 2024
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author Tumpa, Shamima Nasrin
Maduranga, Kehelwala Dewage Gayan
author_facet Tumpa, Shamima Nasrin
Maduranga, Kehelwala Dewage Gayan
contents This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall short. By leveraging RNNs' capability to capture long-term patterns in time-series data, this research aims to improve accuracy in price prediction and develop effective trading strategies. The project follows a structured approach involving data collection, preprocessing, and model refinement, followed by rigorous backtesting for profitability and risk assessment. This work contributes to both the academic and practical fields by providing a robust predictive model and optimized trading strategies that address the challenges of cryptocurrency trading.
format Preprint
id arxiv_https___arxiv_org_abs_2411_05829
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization
Tumpa, Shamima Nasrin
Maduranga, Kehelwala Dewage Gayan
Statistical Finance
Artificial Intelligence
Machine Learning
This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall short. By leveraging RNNs' capability to capture long-term patterns in time-series data, this research aims to improve accuracy in price prediction and develop effective trading strategies. The project follows a structured approach involving data collection, preprocessing, and model refinement, followed by rigorous backtesting for profitability and risk assessment. This work contributes to both the academic and practical fields by providing a robust predictive model and optimized trading strategies that address the challenges of cryptocurrency trading.
title Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization
topic Statistical Finance
Artificial Intelligence
Machine Learning
url https://arxiv.org/abs/2411.05829