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相关论文: Bitcoin Price Prediction: An ARIMA Approach

200 篇论文

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…

统计金融 · 定量金融 2024-02-06 Ali Mehrban , Pegah Ahadian

Bitcoin is a digital currency designed to rely on a decentralized, trustless network of anonymous agents. Using a pseudonymous-address-linking procedure that achieves >99% sensitivity and >99% specificity, we reveal that between launch…

Since the inception of Bitcoin in 2009, the market of cryptocurrencies has grown beyond initial expectations as daily trades exceed $10 billion. As industries become automated, the need for an automated fraud detector becomes very apparent.…

机器学习 · 计算机科学 2022-07-26 Eran Kaufman , Andrey Iaremenko

What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique…

物理与社会 · 物理学 2014-08-11 David Garcia , Claudio Juan Tessone , Pavlin Mavrodiev , Nicolas Perony

This research paper presents a thorough economic analysis of Bitcoin and its impact. We delve into fundamental principles, and technological evolution into a prominent decentralized digital currency. Analysing Bitcoin's economic dynamics,…

综合经济学 · 经济学 2023-10-18 Ishmeet Matharoo

Every change of trend in the forex market presents a great opportunity as well as a risk for investors. Accurate forecasting of forex prices is a crucial element in any effective hedging or speculation strategy. However, the complex nature…

计算工程、金融与科学 · 计算机科学 2020-08-18 Zhiwen Zeng , Matloob Khushi

Gold and bitcoin are not new to us, but with limited cash and time, given only the past stream of the daily price of gold and bitcoin, it is a kind of new problem for us to develop a certain model and determine the best strategy to get the…

其他计算机科学 · 计算机科学 2022-09-09 Yueying Ma , Yan Mi , Yujing Bian

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…

统计金融 · 定量金融 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

交易与市场微观结构 · 定量金融 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

MAE, MSE and RMSE performance indicators are used to analyze the performance of different stocks predicted by LSTM and ARIMA models in this paper. 50 listed company stocks from finance.yahoo.com are selected as the research object in the…

统计金融 · 定量金融 2022-09-07 Ruochen Xiao , Yingying Feng , Lei Yan , Yihan Ma

Bitcoin price forecasting is characterized by extreme volatility and non-stationarity, often defying traditional univariate time-series models over long horizons. This paper addresses a critical gap by integrating Global M2 Liquidity,…

机器学习 · 计算机科学 2026-01-13 Sravan Karthick T

This paper conducts an extensive analysis of Bitcoin return series, with a primary focus on three volatility metrics: historical volatility (calculated as the sample standard deviation), forecasted volatility (derived from GARCH-type…

交易与市场微观结构 · 定量金融 2024-01-05 Cristina Chinazzo , Vahidin Jeleskovic

The carbon footprint of Bitcoin has drawn wide attention, but Bitcoin's long-term impact on the climate remains uncertain. Here we present a framework to overcome uncertainties in previous estimates and project Bitcoin's electricity…

综合经济学 · 经济学 2021-01-29 Shize Qin , Lena Klaaßen , Ulrich Gallersdörfer , Christian Stoll , Da Zhang

Bitcoin is a popular cryptocurrency that records alltransactions in a distributed append-only public ledger calledblockchain. The security of Bitcoin heavily relies on the incentive-compatible proof-of-work (PoW) based distributed consensus…

密码学与安全 · 计算机科学 2018-06-05 Mauro Conti , Sandeep Kumar E , Chhagan Lal , Sushmita Ruj

The goals of this paper are twofold: (1) to present a new method that is able to find linear laws governing the time evolution of Markov chains and (2) to apply this method for anomaly detection in Bitcoin prices. To accomplish these goals,…

统计金融 · 定量金融 2022-01-25 Marcell T. Kurbucz , Péter Pósfay , Antal Jakovác

The famous new money Bitcoin is classified as a technical informational money (TIM). Besides introducing the idea of a TIM, a more extreme notion of informational money will be developed: exclusively informational money (EXIM). The…

计算机与社会 · 计算机科学 2013-12-31 Jan A. Bergstra , Karl de Leeuw

Bitcoin is the world's first decentralized digital currency. The rate at which bitcoins enter circulation is cut in half every 4 years, approximately. These events are considered landmarks in Bitcoin's history, and as such are widely…

密码学与安全 · 计算机科学 2017-08-18 Meni Rosenfeld

Bitcoin, one of the major cryptocurrencies, presents great opportunities and challenges with its tremendous potential returns accompanying high risks. The high volatility of Bitcoin and the complex factors affecting them make the study of…

交易与市场微观结构 · 定量金融 2021-05-04 Qiutong Guo , Shun Lei , Qing Ye , Zhiyang Fang

Since its inception, Bitcoin has been positioned as a revolutionary alternative to national currencies, attracting immense public and academic interest. This paper presents a critical evaluation of this claim, suggesting that Bitcoin faces…

综合经济学 · 经济学 2025-12-10 Hamoon Soleimani

Bitcoin is a peer-to-peer payment system proposed by Nakamoto in 2008. Properties of the bitcoin backbone protocol have been investigated in some depth: the blockchain growth property quantifies the number of blocks added to the blockchain…

密码学与安全 · 计算机科学 2019-10-22 Jing Li , Dongning Guo