Predicting Cryptocurrency Prices Model Using a Stacked Sparse Autoencoder and Bayesian Optimization

Author:

Baranidharan S.1ORCID,Narayanan Raja2,Geetha V.3

Affiliation:

1. CHRIST University (Deemed), India

2. Dayananda Sagar University, India

3. Seshadripuram Evening College, India

Abstract

In recent years, digital currencies, also known as cybercash, digital money, and electronic money, have gained significant attention from researchers and investors alike. Cryptocurrency has emerged as a result of advancements in financial technology and has presented a unique opening for research in the field. However, predicting the prices of cryptocurrencies is a challenging task due to their dynamic and volatile nature. This study aims to address this challenge by introducing a new prediction model called Bayesian optimization with stacked sparse autoencoder-based cryptocurrency price prediction (BOSSAE-CPP). The main objective of this model is to effectively predict the prices of cryptocurrencies. To achieve this goal, the BOSSAE-CPP model employs a stacked sparse autoencoder (SSAE) for the prediction process and resulting in improved predictive outcomes. The results were compared to other models, and it was found that the BOSSAE-CPP model performed significantly better.

Publisher

IGI Global

Reference35 articles.

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5. Bačanin Džakula, N. 2021. Cryptocurrency Forecasting Using Optimized Support Vector Machine with Sine Cosine Metaheuristics Algorithm. In Sinteza 2021-International Scientific Conference on Information Technology and Data Related Research (pp. 315-321). Singidunum University.

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