دسته بندی:
یادگیری عمیق - deep learning
سال انتشار:
2019
عنوان انگلیسی مقاله:
Cryptocurrency forecasting with deep learning chaotic neural networks
ترجمه فارسی عنوان مقاله:
پیش بینی cryptocurrency با یادگیری عمیق شبکه های عصبی پر هرج و مرج
منبع:
Sciencedirect - Elsevier - Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena, 118 (2018) 35-40: doi:10:1016/j:chaos:2018:11:014
نویسنده:
Salim Lahmiri a , Stelios Bekiros
چکیده انگلیسی:
We implement deep learning techniques to forecast the price of the three most widely traded digital currencies i.e., Bitcoin, Digital Cash and Ripple. To the best of our knowledge, this is the first work to make use of deep learning in cryptocurrency prediction. The results from testing the existence of non- linearity revealed that the time series of all digital currencies exhibit fractal dynamics, long memory and self-similarity. The predictability of long-short term memory neural network topologies (LSTM) is signif- icantly higher when compared to the generalized regression neural architecture, set forth as our bench- mark system. The latter failed to approximate global nonlinear hidden patterns regardless of the degree of contamination with noise, as they are based on Gaussian kernels suitable only for local approximation of non-stationary signals. Although the computational burden of the LSTM model is higher as opposed to brute force in nonlinear pattern recognition, eventually deep learning was found to be highly efficient in forecasting the inherent chaotic dynamics of cryptocurrency markets.
Keywords: Digital currencies | Deep learning | Fractality | Neural networks | Chaos | Forecasting
قیمت: رایگان
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