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Cryptocurrency Price Forecasting Using XGBoost Regressor and Technical Indicators

2024· article· en· W4406859359 on OpenAlexaff
Abdelatif Hafid, Maad Ebrahim, Mohamed Rahouti, Diogo Lösch de Oliveira

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicImpact of AI and Big Data on Business and Society
Canadian institutionsEricsson (Canada)
Fundersnot available
KeywordsCryptocurrencyComputer scienceEconomic forecastingEconomic indicatorEconometricsComputer securityEconomicsMacroeconomics

Abstract

fetched live from OpenAlex

The rapid growth of the stock market has attracted many investors due to its profit potential. However, accurately predicting stock prices is challenging due to the complexity and volatility of financial markets, especially in the cryptocurrency sector. This study presents a machine learning approach to predict cryptocurrency prices using technical indicators like Exponential Moving Average (EMA) and Moving Average Convergence Divergence (MACD) with an XGBoost regressor model. Focusing on Bitcoin’s closing prices, we evaluate the model’s performance through simulations, demonstrating promising results that suggest its potential to assist cryptocurrency traders and investors in dynamic market conditions.

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)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.827
Threshold uncertainty score0.957

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
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 head0.227
GPT teacher head0.420
Teacher spread0.192 · 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 designOther design
Domainnot available
GenreEmpirical

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

Citations11
Published2024
Admission routes1
Has abstractyes

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