An innovative method for short-term forecasting of blockchain cryptocurrency price

被引：0

作者：

Yang, Yunfei ^{[1
]}

Wang, Xiaomei ^{[1
]}

Xiong, Jiamei ^{[1
]}

Wu, Lifeng ^{[1
]}

Zhang, Yifang ^{[1
]}

机构：

[1] Hebei Univ Engn, Sch Management Engn & Business, Handan 056038, Peoples R China

来源：

APPLIED MATHEMATICAL MODELLING | 2025年 / 138卷

关键词：

Blockchain cryptocurrency; Price forecasting; Grey convolution model; Grey correlation analysis; Short-term prediction; GREY PREDICTION MODEL; TENSILE-STRENGTH; CONVOLUTION;

D O I：

10.1016/j.apm.2024.115795

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

Cryptocurrency market sentiment is relatively unstable, which makes cryptocurrency price an attribute of high volatility. Accurate forecasting methods help to clarify the volatility trend of the cryptocurrency price, thereby reducing the investment risk of participants in the cryptocurrency market. Therefore, this research proposed a new method for short-term forecasting of the cryptocurrency price based on a small sample. This study took three typical blockchain cryptocurrencies (Bitcoin, Ethereum, Litecoin) as experimental objects, chose data intervals with different volatility trends in the U.S. stock indices between 2022 and 2023 as sample data, and used grey correlation analysis to select core affecting variables. Furthermore, this study built a grey multivariate convolution model with prioritized accumulating novel information for conducting prediction experiments on blockchain cryptocurrency price. The research findings demonstrate that the proposed model achieves high prediction accuracy in all experiments, and the model accuracy is superior to the comparison models. This study proposes a scientific prediction approach for blockchain cryptocurrency price, which can guide financial investors in developing and analyzing quantitative financial trading strategies to a certain extent. Meanwhile, this study provides a specific reference for relevant government departments to strengthen cryptocurrency regulation, prevent financial risks, and maintain financial stability.

引用

页数：16

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