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Research Article

Exploring Cryptocurrency Market Trends Using Artificial Intelligence

Open Access Peer Reviewed Crossref DOI

Authors

  • P. Gayatri1
  • T. Ashish2
  • B. Sankar3
  • P. Evan Theodar4
  • P. Srinivas Rao5

1 Assistant Professor, Computer Science Engineering, Sanketika Vidya Parishad Engineering College, Visakhapatnam, Andhra Pradesh, India. 2345 Computer Science Engineering, Sanketika Vidya Parishad Engineering College, Visakhapatnam, Andhra Pradesh, India.

Article Information

Published Online
March-April 2024
Pages
237-241
Article Type
Research Article
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References

[1] Greaves, A., & Au, B. (2015). Using the bitcoin transaction graph to predict the price of bitcoin. No Data.
[2] Hayes, A. S. (2017). Cryptocurrency value formation: An empirical study leading to a cost of production model for valuing bitcoin.
Telematics and Informatics, 34(7), 1308-1321.
[3] Shah, D., & Zhang, K. (2014, September). Bayesian regression and Bitcoin. In Communication, Control, and Computing (Allerton), 2014
52nd Annual Allerton Conference on (pp. 409-414). IEEE.
[4] Indra N I, Yassin I M, Zabidi A, Rizman Z I. Non-linear autoregressive with exogenous input (mrx) bitcoin price prediction model using
so-optimized parameters and moving average technical indicators. J. Fundam. Appl. Sci., 2017, 9(3S), 791-808`
[5] Adebiyi AA, Ayo C K, Adebiyi MO, Otokiti SO. Stock price prediction using a neural network with hybridized market indicators. Journal
of Emerging Trends in Computing and Information Sciences, 2012, 3(1):1-9
[6] Adebiyi AA, Ayo C K, Adebiyi MO, Otokiti SO. Stock price prediction using a neural network with hybridized market indicators. Journal
of Emerging Trends in Computing and Information Sciences, 2012, 3(1):1-9
[7] Ariyo AA, Adewumi AO, Ayo CK. Stock price prediction using the ARIMA model. In UKSim-AMSS 16th IEEE International Conference
on Computer Modelling and Simulation (UKSim), 2014, pp. 106-112
[8] Ron, D., & Shamir, A. (2013, April). Quantitative analysis of the full Bitcoin transaction graph. In International Conference on Financial
Cryptography and Data Security (pp. 6-24). Springer, Berlin, Heidelberg.
[9] H. White, “Economic prediction using neural networks: The case of IBM daily stock returns,” in Neural Networks, 1988., IEEE
International Conference on. IEEE, 1988, pp. 451–458
[10] Kaastra and M. Boyd, “Designing a neural network for forecasting financial and economic time series,” Neurocomputing, vol. 10, no.
3, pp. 215–236, 1996.
[11] H. White, “Economic prediction using neural networks: The case of IBM daily stock returns,” in Neural Networks, 1988., IEEE
International Conference on. IEEE, 1988, pp. 451–458
[12] Cheung, Y. W., Chinn, M. D., & Pascual, A. G. (2005). Empirical exchange rate models of the nineties: Are any fit to survive? Journal
of international money and finance, 24(7), 1150-1175.
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