Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model

X Lu, C Liu, KK Lai, H Cui - Kybernetes, 2021 - emerald.com
Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined
forecasting model | Emerald Insight Books and journals Case studies Expert Briefings Open …

Enhancing Cryptocurrency Price Forecasting by Integrating Machine Learning with Social Media and Market Data

L Belcastro, D Carbone, C Cosentino, F Marozzo… - Algorithms, 2023 - mdpi.com
Since the advent of Bitcoin, the cryptocurrency landscape has seen the emergence of
several virtual currencies that have quickly established their presence in the global market …

Metaheuristic assisted hybrid classifier for bitcoin price prediction

R Gupta, JE Nalavade - Cybernetics and Systems, 2023 - Taylor & Francis
Bitcoin has recently been greatly regarded as an investment asset. It is incredibly
unpredictable despite being the biggest digital currency. Therefore, accurate forecasting is …

Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators

MAL Khaniki, M Manthouri - arXiv preprint arXiv:2403.03606, 2024 - arxiv.org
This study presents an innovative approach for predicting cryptocurrency time series,
specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use …

Deep reinforcement learning to automate cryptocurrency trading

D Mahayana, E Shan… - 2022 12th International …, 2022 - ieeexplore.ieee.org
This research produces a deep reinforcement learning model for algorithmic trading of
cryptocurrencies. The model aims to help traders earn greater profits than using traditional …

Enhancing Bitcoin Price Volatility Estimator Predictions: A Four-Step Methodological Approach Utilizing Elastic Net Regression

G Zournatzidou, I Mallidis, D Farazakis, C Floros - Mathematics, 2024 - mdpi.com
This paper provides a computationally efficient and novel four-step methodological
approach for predicting volatility estimators derived from bitcoin prices. In the first step, open …

[PDF][PDF] Performance analysis of bitcoin forecasting using deep learning techniques

N Tripathy, S Hota, D Mishra - Indonesian Journal of Electrical …, 2023 - researchgate.net
The most popular cryptocurrency used worldwide is bitcoin. Many everyday folks and
investors are now investing in bitcoin. However, it becomes quite difficult to evaluate or …

Optimizing candlesticks patterns for Bitcoin's trading systems

G Cohen - Review of Quantitative Finance and Accounting, 2021 - Springer
In this research we make the first attempt to construct automated Bitcoin trading systems that
are based on classical candlesticks patterns. We than tried to alter the classical formations …

A Study on Cryptocurrency Log-Return Price Prediction Using Multivariate Time-Series Model

SH Sung, JM Kim, BK Park, S Kim - Axioms, 2022 - mdpi.com
Cryptocurrencies are highly volatile investment assets and are difficult to predict. In this
study, various cryptocurrency data are used as features to predict the log-return price of …

Ordinal Poincaré sections: Reconstructing the first return map from an ordinal segmentation of time series

Z Shahriari, SD Algar, DM Walker… - Chaos: An Interdisciplinary …, 2023 - pubs.aip.org
We propose a robust algorithm for constructing first return maps of dynamical systems from
time series without the need for embedding. A first return map is typically constructed using a …