Cryptocurrency Investments Forecasting Model Using Deep Learning Algorithms

被引:0
|
作者
Enco, Leonardo [1 ]
Mederos, Alexander [1 ]
Paipay, Alejandro [1 ]
Pizarro, Daniel [1 ]
Marecos, Hernan [2 ]
Ticona, Wilfredo [1 ,2 ]
机构
[1] Univ Tecnol Peru, Lima, Peru
[2] Univ ESAN, Lima, Peru
来源
ARTIFICIAL INTELLIGENCE ALGORITHM DESIGN FOR SYSTEMS, VOL 3 | 2024年 / 1120卷
关键词
Artificial intelligence; Deep learning; Optimization; Forecasting; Cryptocurrencies; Investments; PREDICTION;
D O I
10.1007/978-3-031-70518-2_18
中图分类号
学科分类号
摘要
The explosive growth of cryptocurrencies has attracted a considerable number of individuals willing to invest, leading to an exponential increase in their market value and trading volume. However, the cryptocurrency market is highly volatile and presents complex datasets where prediction is extremely challenging. Due to this, this article evaluates the implementation of a Prediction System for Cryptocurrency Investments for users using Deep Learning algorithms, aiming to predict the prices of six cryptocurrencies (BTC, ETH, BNB, LTC, XLM, and DOGE). For this, the use of a genetically tuned algorithm with Deep Learning and techniques based on enhanced trees are proposed to compare them. The best result obtained is that the Gated recurrent unit (GRU) model, has an average MAPE of 4%, followed by Convolutional neural networks (CNN) with an average MAPE of 7% and Direct feedforward neural networks (DFNN) of 12%.
引用
收藏
页码:202 / 217
页数:16
相关论文
共 50 条
  • [1] Cryptocurrency direction forecasting using deep learning algorithms
    Rahmani Cherati, Mahdiye
    Haeri, Abdorrahman
    Ghannadpour, Seyed Farid
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2021, 91 (12) : 2475 - 2489
  • [2] Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms
    Khan, Farman Ullah
    Khan, Faridoon
    Shaikh, Parvez Ahmed
    FUTURE BUSINESS JOURNAL, 2023, 9 (01)
  • [3] Cryptocurrency forecasting with deep learning chaotic neural networks
    Lahmiri, Salim
    Bekiros, Stelios
    CHAOS SOLITONS & FRACTALS, 2019, 118 : 35 - 40
  • [4] Prediction of Cryptocurrency Price using Time Series Data and Deep Learning Algorithms
    Nair, Michael
    Marie, Mohamed I.
    Abd-Elmegid, Laila A.
    INTERNATIONAL JOURNAL OF ADVANCED COMPUTER SCIENCE AND APPLICATIONS, 2023, 14 (08) : 338 - 347
  • [5] Deep Learning Forecasting in Cryptocurrency High-Frequency Trading
    Lahmiri, Salim
    Bekiros, Stelios
    COGNITIVE COMPUTATION, 2021, 13 (02) : 485 - 487
  • [6] Deep Learning Forecasting in Cryptocurrency High-Frequency Trading
    Salim Lahmiri
    Stelios Bekiros
    Cognitive Computation, 2021, 13 : 485 - 487
  • [7] Cryptocurrency price forecasting - A comparative analysis of ensemble learning and deep learning methods
    Bouteska, Ahmed
    Abedin, Mohammad Zoynul
    Hajek, Petr
    Yuan, Kunpeng
    INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2024, 92
  • [8] Deep-learning-assisted business intelligence model for cryptocurrency forecasting using social media sentiment
    Yasir, Muhammad
    Attique, Muhammad
    Latif, Khalid
    Chaudhary, Ghulam Mujtaba
    Afzal, Sitara
    Ahmed, Kamran
    Shahzad, Farhan
    JOURNAL OF ENTERPRISE INFORMATION MANAGEMENT, 2023, 36 (03) : 718 - 733
  • [9] Performance evaluation of deep learning and boosted trees for cryptocurrency closing price prediction
    Oyedele, Azeez A.
    Ajayi, Anuoluwapo O.
    Oyedele, Lukumon O.
    Bello, Sururah A.
    Jimoh, Kudirat O.
    EXPERT SYSTEMS WITH APPLICATIONS, 2023, 213
  • [10] Stock Price Forecasting Using Deep Learning Model
    Khan, Shahnawaz
    Rabbani, Mustafa Raza
    Bashar, Abu
    Kamal, Mustafa
    2021 INTERNATIONAL CONFERENCE ON DECISION AID SCIENCES AND APPLICATION (DASA), 2021,