模糊的双向长期短期记忆与基于软计算的决策模型的经验评估,用于预测加密货币的波动性
1Information Technology Department, Faculty of Computing and Information Technology, King Abdulaziz University, 21589, Jeddah, Saudi Arabia. mragab@kau.edu.sa.
Scientific reports
|March 13, 2025
概括
这项研究引入了一种新的AI模型,即软计算 (FBLSTMSC-DMPVC) 的双向长短内存,用于准确预测加密货币的波动性. 该模型显示了比特币和以太坊等主要加密货币的强表现.
科学领域:
- * 计算金融学
- * 人工智能 * 人工智能
- * 计量经济学 计量经济学
背景情况:
- *加密货币吸引了来自中央银行,投资者和政府的全球关注.
- * 现有的加密货币市场监管方法往往不足,需要新的方法.
- *预测加密货币波动性对于有效的投资组合管理和风险评估至关重要.
研究的目的:
- *为预测加密货币波动提供一个强大而智能的框架.
- * 引入模糊双向长短期内存与基于软计算的决策模型来预测加密货币的波动性 (FBLSTMSC-DMPVC) 技术.
- * 评估拟议的FBLSTMSC-DMPVC技术在预测价格波动方面的性能.
主要方法:
- *使用Z分数规范化进行数据预处理,以实现特征标准化.
- *使用模糊双向长短期内存 (FBLSTM) 方法预测加密货币波动性.
- *通过改进的食肉植物算法 (ICPA) 对FBLSTM进行超参数优化.
主要成果:
- *FBLSTMSC-DMPVC技术在多种加密货币中表现出卓越的性能.
- * 实现了较低的平均绝对百分比误差 (MAPE) 值:比特币为0.7939,以太坊为0.8633,LTC为0.6187,XRP为0.6667.
- *模拟证实了拟议的FBLSTMSC-DMPVC技术的有效性和影响.
结论:
- *FBLSTMSC-DMPVC技术为加密货币波动性预测提供了一个先进的AI驱动的解决方案.
- *模型的准确性和稳定性通过对主要加密货币的经验评估来验证.
- *这种方法通过识别潜在风险和改善财务决策来增强经济模型.
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