Residential College | false |
Status | 已發表Published |
Prediction of Significant Bitcoin Price Changes Based on Deep Learning | |
Yimeng Wang1; Keyue Yan2 | |
2022-07 | |
Conference Name | 5th International Conference on Data Science and Information Technology, DSIT 2022 |
Source Publication | 2022 5th International Conference on Data Science and Information Technology, DSIT 2022 - Proceedings |
Conference Date | 22-24 July 2022 |
Conference Place | Shanghai, China |
Publisher | IEEE |
Abstract | Bitcoin is one of the most famous cryptocurrencies in the world and its price has changed frequently in recent years. Different from the traditional stock market, the changes of bitcoin's price are even more dramatic. Huge price movements have attracted not only investors but also more researchers to find different methods to predict bitcoin's price. In this research, we consider using change rate over previous a few days to predict the significant bitcoin price changes, which are defined as a three-category problem. Besides, we compare the predictive results using two deep learning models - LSTM and GRU, and then find LSTM perform better than GRU with the highest AUC value of 0.701 in most cases. |
Keyword | Bitcoin Significant Changes Lstm Gru |
DOI | 10.1109/DSIT55514.2022.9943971 |
URL | View the original |
Language | 英語English |
Scopus ID | 2-s2.0-85143134051 |
Fulltext Access | |
Citation statistics | |
Document Type | Conference paper |
Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS DEPARTMENT OF COMPUTER AND INFORMATION SCIENCE |
Affiliation | 1.Department of Mathematics University of Macau Macao, China 2.Department of Computer and Information Science University of Macau Macao, China |
First Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Yimeng Wang,Keyue Yan. Prediction of Significant Bitcoin Price Changes Based on Deep Learning[C]:IEEE, 2022. |
APA | Yimeng Wang., & Keyue Yan (2022). Prediction of Significant Bitcoin Price Changes Based on Deep Learning. 2022 5th International Conference on Data Science and Information Technology, DSIT 2022 - Proceedings. |
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