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Bitcoin price forecasting using hybrid genetic algorithm

عنوان مقاله: Bitcoin price forecasting using hybrid genetic algorithm
شناسه ملی مقاله: JR_JMCS-5-2_004
منتشر شده در در سال 1403
مشخصات نویسندگان مقاله:

Mohammad Mirabi - Group of Industrial Engineering, Meybod University, Meybod, Iran.
Hossein Ghaneai - Department of Computer Engineering, Meybod University, Yazd University
Somaye Mousavi - Group of Industrial Engineering, Meybod University, Meybod, Iran.
Hossein Tavakoli - Group of Industrial Engineering, Meybod University, Meybod, Iran.

خلاصه مقاله:
Bitcoin and digital currencies have emerged as a new market for investment. Therefore, the prediction of their future trend and prices is highly significant. In this research, the factors influencing the price of bitcoin were identified and extracted based on previous researches. The identified factors include the US dollar index, CPI index, S and P ۵۰۰, Dow Jones, and gold price. Considering the performance of metaheuristic algorithms in predicting bitcoin price, this research utilized genetic algorithm and particle swarm optimization algorithm, and proposed a hybrid algorithm to improve their performance.According to our results, among the investigated factors, the US dollar index has the greatest impact on bitcoin price, followed by inflation rate and the CPI index. Additionally, the proposed hybrid algorithm outperforms the particle swarm optimization and genetic algorithms, with a prediction error of ۷.۳%. It should be noted that the type and magnitude of the impact of the investigated factors may change over time. For example, a factor that previously had a direct impact may become reversed or neutralized over time.

کلمات کلیدی:
Bitcoin, genetic algorithm, Particle Swarm Optimization, Hybrid, prediction

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/2029040/