使用 LSTM、SVM 和多项式回归预测加密货币价格

Novan Fauzi Al Giffary, Feri Sulianta
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摘要

信息技术的飞速发展,尤其是互联网的发展,为用户提供了快速便捷的信息查询方式。有了互联网服务提供的这些便利,许多最初投资黄金和贵金属的个人现在开始转向加密货币形式的数字投资。然而,加密货币投资每天都充满了不确定性和波动。这种风险给硬币投资者带来了巨大挑战,可能导致巨大的投资损失。这些加密钱币价值的不确定性是钱币投资领域的一个关键问题。预测是用于预测这些加密钱币未来价值的方法之一。通过利用长短期记忆、支持向量机和多项式回归算法模型进行预测,进行性能比较,以确定哪种算法模型最适合预测加密货币的价格。比较的基准是均方误差。通过应用这三种构建的算法模型,与长短期记忆和多项式回归算法模型相比,支持向量机使用线性核产生的均方误差最小,均方误差值为 0.02。关键词加密货币 预测 长短期记忆 均方误差 多项式回归 支持向量机
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Prediction Of Cryptocurrency Prices Using LSTM, SVM And Polynomial Regression
The rapid development of information technology, especially the Internet, has facilitated users with a quick and easy way to seek information. With these convenience offered by internet services, many individuals who initially invested in gold and precious metals are now shifting into digital investments in form of cryptocurrencies. However, investments in crypto coins are filled with uncertainties and fluctuation in daily basis. This risk posed as significant challenges for coin investors that could result in substantial investment losses. The uncertainty of the value of these crypto coins is a critical issue in the field of coin investment. Forecasting, is one of the methods used to predict the future value of these crypto coins. By utilizing the models of Long Short Term Memory, Support Vector Machine, and Polynomial Regression algorithm for forecasting, a performance comparison is conducted to determine which algorithm model is most suitable for predicting crypto currency prices. The mean square error is employed as a benchmark for the comparison. By applying those three constructed algorithm models, the Support Vector Machine uses a linear kernel to produce the smallest mean square error compared to the Long Short Term Memory and Polynomial Regression algorithm models, with a mean square error value of 0.02. Keywords: Cryptocurrency, Forecasting, Long Short Term Memory, Mean Square Error, Polynomial Regression, Support Vector Machine
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