Cryptocurrency forecasting with deep learning chaotic neural networks

DOI10.1016/J.CHAOS.2018.11.014MaRDI QIDQ2201425zbMATH OpenOpenAlexWikidataFDO

Authors Salim Lahmiri, Stelios D. Bekiros

Publication date 29 September 2020

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2018.11.014

zbMATH Keywords

deep learningforecastingchaosneural networksfractalitydigital currencies

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

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Cites work

• A practical method for calculating largest Lyapunov exponents from small data sets
• Chaos, randomness and multi-fractality in bitcoin market
• Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression
• Volatility estimation for Bitcoin: a comparison of GARCH models

Cited in

(22)

• Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak?
• Fractal structure in the S\&P500: a correlation-based threshold network approach
• Two-dimensional stochastic dynamics as model for time evolution of the financial market
• Solving the chaos model-data paradox in the cryptocurrency market
• Prediction of cryptocurrency returns using machine learning
• Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market
• Fractional gray Lotka-Volterra models with application to cryptocurrencies adoption
• Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
• Cryptocurrency direction forecasting using deep learning algorithms
• Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations
• Neural networks for cryptocurrency evaluation and price fluctuation forecasting
• Bitcoin price forecasting with neuro-fuzzy techniques
• High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets
• Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
• A differential evolution-based regression framework for forecasting Bitcoin price
• The digital asset value and currency supervision under deep learning and blockchain technology
• Modeling cryptocurrencies transaction counts using variable-order fractional grey Lotka-Volterra dynamical system
• Forecasting of cryptocurrency prices using machine learning
• Betting on bitcoin: a profitable trading between directional and shielding strategies
• When machine learning meets fractional-order chaotic signals: detecting dynamical variations
• Hybrid deep learning model integrating attention mechanism for the accurate prediction and forecasting of the cryptocurrency market
• Cryptocurrency price analysis with ordinal partition networks

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