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Record W3015191929 · doi:10.36227/techrxiv.12098067.v1

Bitcoin Price Prediction using ARIMA Model

2020· preprint· en· W3015191929 on OpenAlexaff
Zeba Ayaz, Jinan Fiaidhi, Ahmer Sabah, Mahpara Anwer Ansari

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldComputer Science
TopicBlockchain Technology Applications and Security
Canadian institutionsLakehead University
Fundersnot available
KeywordsAutoregressive integrated moving averageLiberian dollarCurrencyCryptocurrencyRenminbiScalabilityValue (mathematics)Focus (optics)Digital currencyComputer scienceEconomicsMonetary economicsFinanceTime seriesWorld Wide WebExchange rateMachine learningDatabase

Abstract

fetched live from OpenAlex

Bitcoin is considered to be most valuable and expensive currency in the world. Besides being first decentralized digital currency, its value has also experienced a steep increase, from around 1 dollar in 2010 to around 18000 in 2017. In recent years, it has attracted considerable attention in a diverse set of fields, including economics, finance and computer science. In economics, the primary focus has always been on studying how it affects the market, determining reasons behinds its price fluctuations, and predicting its future prices. In computer science, the focus is on its vulnerabilities, scalability, and other techno-cryptoeconomic issues. Firstly, we are going to collect the historical data of Bitcoin prices over the years 2013 to 2019 and do prediction for the year 2020. We have aimed to justify the usefulness of traditional Autoregressive Integrative Moving Average (ARIMA) model for predicting bitcoin prices. We have predicted the closing price of bitcoin for first seven days of January 2020. Further, we have created web services using ASP.NET to make the predictions on bitcoin price online and lastly, we have plotted the results in a responsive chart using Highcharts.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.720
Threshold uncertainty score0.785

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.003
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.046
GPT teacher head0.268
Teacher spread0.222 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations10
Published2020
Admission routes1
Has abstractyes

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