去中心化存储加密货币:识别有效实体和预测未来价格趋势的创新网络模型

IF 1.9 4区 经济学 Q2 ECONOMICS Computational Economics Pub Date : 2024-06-28 DOI:10.1007/s10614-024-10664-8
Mansour Davoudi, Mina Ghavipour, Morteza Sargolzaei-Javan, Saber Dinparast
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引用次数: 0

摘要

加密货币因其对新兴经济体和全球金融格局的变革性影响而备受认可,由于其被广泛采用以及社会政治新闻导致的市场大幅波动,加密货币日益成为投资策略中不可或缺的一部分。本研究采用一种结合网络分析、文本分析和市场分析的新方法,分析了去中心化存储领域四种主要加密货币--文件币、Arweave、Storj 和 Siacoin 的价格趋势。通过构建相关实体网络、总结相关新闻文章、使用 FinBert 模型评估情绪以及通过变压器编码器评估金融市场数据,我们的方法对影响加密货币价格的因素进行了全面分析。这些分析的整合使我们能够预测所研究的加密货币的价格趋势,其准确率分别为 Filecoin 76%、Storj 83%、Arweave 61% 和 Siacoin 74%,突出了该模型在驾驭复杂的加密货币市场方面的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends

Cryptocurrencies, recognized for their transformative impact on both emerging economies and the global financial landscape, are increasingly integral to investment strategies due to their widespread adoption and significant market volatility driven by socio-political news. This study analyzes the price trends of four major cryptocurrencies in decentralized storage—Filecoin, Arweave, Storj, and Siacoin—using a novel approach that combines network analysis, textual analysis, and market analysis. By constructing a network of relevant entities, summarizing pertinent news articles, assessing sentiment with the FinBert model, and evaluating financial market data through transformer encoders, our methodology provides a comprehensive analysis of factors influencing cryptocurrency prices. The integration of these analyses enables us to predict the price trends of the examined cryptocurrencies with accuracies of 76% for Filecoin, 83% for Storj, 61% for Arweave, and 74% for Siacoin, highlighting the model's effectiveness in navigating the complexities of the cryptocurrency market.

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来源期刊
Computational Economics
Computational Economics MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-
CiteScore
4.00
自引率
15.00%
发文量
119
审稿时长
12 months
期刊介绍: Computational Economics, the official journal of the Society for Computational Economics, presents new research in a rapidly growing multidisciplinary field that uses advanced computing capabilities to understand and solve complex problems from all branches in economics. The topics of Computational Economics include computational methods in econometrics like filtering, bayesian and non-parametric approaches, markov processes and monte carlo simulation; agent based methods, machine learning, evolutionary algorithms, (neural) network modeling; computational aspects of dynamic systems, optimization, optimal control, games, equilibrium modeling; hardware and software developments, modeling languages, interfaces, symbolic processing, distributed and parallel processing
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