基于LSTM符合预测的比特币预测方法,以提高可靠性
Xiangyue Zhang1, Yuyun Kang2, Chao Li3
1School of Information Science and Engineering, Linyi University, Linyi, Shandong, China.
PloS one
|May 2, 2025
概括
本研究介绍了一种具有符合性预测 (CP) 模型的长短期记忆 (LSTM),以提高比特币价值预测可靠性. 结合LSTM-CP方法提高了预测准确性,并为加密货币预测提供可验证的置信区间.
科学领域:
- 金融技术 金融技术
- 计算金融是指计算金融.
- 机器学习 机器学习
背景情况:
- 加密货币是一种新型资产类别,由于金融技术的进步,它提供了重要的研究机会.
- 比特币是领先的加密货币,具有相当大的研究价值,但其波动性需要可靠的价值预测.
- 准确可靠地预测比特币的价值在金融市场上越来越重要.
研究的目的:
- 开发和评估一种用于提高比特币价值预测可靠性的新方法.
- 将长期短期记忆 (LSTM) 网络与符合性预测 (CP) 技术相结合,以提高预测准确度.
- 为比特币价格预测生成可验证的信心区间.
主要方法:
- 使用斯皮尔曼相关系数方法选择特征,不包括0.75以下和0.95以上的特征.
- 开发和培训长短期记忆 (LSTM) 模型用于比特币价值预测.
- 将LSTM预测集成到一个具有量子损失和平均覆盖区间 (ACI) 预测器的合规预测框架中.
主要成果:
- 拟议的LSTM-符合预测 (LSTM-CP) 模型在预测比特币价值方面表现出更好的可靠性.
- 由符合性预测模型生成的置信区间验证了LSTM预测的可靠性.
- 平均覆盖区间 (ACI) 预测器有助于提高预测结果的准确性.
结论:
- 结合LSTM和符合性预测,为可靠的加密货币价值预测提供了一个强大的方法.
- LSTM-CP模型有效地解决了比特币价格预测中的波动性挑战.
- 这项研究为寻求可靠的加密货币市场洞察力的金融分析师和研究人员提供了宝贵的工具.
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