Optimized Deep Learning Framework for Cryptocurrency Price Prediction

被引：0

作者：

Rudresh Shirwaikar ^{[1
]}

Sagar Naik ^{[1
]}

Abiya Pardeshi ^{[1
]}

Sailee Manjrekar ^{[1
]}

Yash Shetye ^{[1
]}

Siddhesh Dhargalkar ^{[1
]}

Ritvik Madkaikar ^{[1
]}

机构：

[1] Agnel Institute of Technology and Design, Computer Engineering, Goa, Mapusa

来源：

SN Computer Science | / 6卷 / 1期

关键词：

Change point detection; Cryptocurrency; Deep learning; Gated recurrent unit; Long short-term memory;

D O I：

10.1007/s42979-024-03611-9

中图分类号：

学科分类号：

摘要：

Cryptocurrency has played a major role in the growth of digital currency exchange in the current financial environment. The study estimates the values of three cryptocurrencies—Litecoin, Ethereum, and Monero—using deep learning techniques. “Long Short-Term Memory” (LSTM) and “Gated Recurrent Unit” (GRU). Long-term dependencies in sequential data are ideal for recurrent neural networks like LSTM and GRU. The study also used the Direction Algorithm (DA), which takes Bitcoin as a parent coin, to determine its direction, which influences the price of other cryptocurrencies, and Change Point Detection (CPD) approaches, which use Pruned Exact Linear Time (PELT) to detect rapid price variations. In addition, this study uses the Vader algorithm for news sentiment analysis to increase forecast accuracy. Combining Vader, the direction algorithm, and PELT gives the study more depth. The standard LSTM and GRU, as well as the proposed optimized (Vader + direction + PELT) LSTM and GRU, are tested on all three cryptocurrencies for prediction. The proposed LSTM predicted the price of Monero, Ethereum, and Litecoin with an error rate of MAE 1.53, 18.84, and 1.66, respectively. Whereas the proposed GRU model achieved MAE values of 1.11, 16.10, and 1.57 for Monero, Ethereum, and Litecoin price predictions respectively. The obtained results indicate that both the proposed optimized model of LSTM and GRU demonstrated higher accuracy in price prediction compared to standard LSTM and standard GRU models. © The Author(s), under exclusive licence to Springer Nature Singapore Pte Ltd. 2025.

引用

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