MétaCan
Menu
Back to cohort
Record W4315853251 · doi:10.3390/jrfm16010051

Analysis of Bitcoin Price Prediction Using Machine Learning

2023· article· en· W4315853251 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueJournal of risk and financial management · 2023
Typearticle
Languageen
FieldComputer Science
TopicBlockchain Technology Applications and Security
Canadian institutionsnot available
Fundersnot available
KeywordsRandom forestEconometricsRegressionLinear regressionRegression analysisStock marketComputer scienceTime seriesStock priceLagStock market indexStatisticsArtificial intelligenceMachine learningEconomicsSeries (stratigraphy)Mathematics

Abstract

fetched live from OpenAlex

The research purpose of this paper is to obtain an algorithm model with high prediction accuracy for the price of Bitcoin on the next day through random forest regression and LSTM, and to explain which variables have influence on the price of Bitcoin. There is much prior literature on Bitcoin price prediction research, and the research methods mainly revolve around the ARMA model of time series and the LSTM algorithm of deep learning. Although it cannot be proved by the Diebold–Mariano test that the prediction accuracy of random forest regression is significantly better than that of LSTM, the prediction errors RMSE and MAPE of random forest regression are better than those of LSTM. The changes in the variables that determine the price of Bitcoin in each period are also obtained through random forest regression. From 2015 to 2018, three US stock market indexes, NASDAQ, DJI, and S&P500 and oil price, and ETH price have impact on Bitcoin prices. Since 2018, the important variables have become ETH price and Japanese stock market index JP225. The relationship between accuracy and the number of periods of explanatory variables brought into the model shows that for predicting the price of Bitcoin for the next day, the model with only one lag of the explanatory variables has the best prediction accuracy.

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.

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)0.001
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: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.623
Threshold uncertainty score0.177

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
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 head0.008
GPT teacher head0.225
Teacher spread0.216 · 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