Neural Network-Based Bitcoin Pricing Using a New Mutated Climb Monkey Algorithm with TOPSIS Analysis for Sustainable Development

【Author】 Mohanty, Samuka; Dash, Rajashree

【Source】MATHEMATICS

【影响因子】2.592

【Abstract】Bitcoin is yet to be assumed as a worthy cryptocurrency and rewarding asset in the global market. As polynomial-based neural networks (PBNNs) are very robust and more accurate in modeling stock price prediction, their advantage in Bitcoin pricing needs to be analyzed. In this study, the robustness of PBNNs, based on Chebyshev (CPBNN) and Legendre (LPBNN), is blended with the proposed algorithm, coined as the mutated climb monkey algorithm (MCMA), to control the estimation of network parameters to accurately predict the one-day-ahead Bitcoin price. The performance was evaluated by a comparative analysis of the testing of both CPBNN and LPBNN with each of the six algorithms under consideration on three different datasets collected within the same time interval. As the use of a few evaluation criteria will not be able to identify an efficient predictor model, this study also proposes the use of a Multi-Criteria Decision-Making (MCDM) framework to rank all models using 15 different evaluation criteria. The ranking of the models clearly indicates that the proposed MCMA algorithm outperforms all other algorithms under study. The convergence plots of the top two models for the datasets also indicate that the PBNN using MCMA for learning predicts better results.

【Keywords】Bitcoin price prediction; Chebyshev polynomials; Legendre polynomials; Monkey algorithm; TOPSIS

【发表时间】2022 NOV

【收录时间】2022-12-14

【文献类型】实验仿真

【主题类别】

区块链治理-市场治理-市场分析