Return Rate Prediction in Blockchain Financial Products Using Deep Learning

被引:8
|
作者
Metawa, Noura [1 ,2 ]
Alghamdi, Mohamemd I. [3 ]
El-Hasnony, Ibrahim M. [4 ]
Elhoseny, Mohamed [4 ]
机构
[1] Univ Sharjah, Coll Business Adm, POB 27272, Sharjah, U Arab Emirates
[2] Mansoura Univ, Fac Commerce, Mansoura 35516, Egypt
[3] Al Baha Univ, Dept Comp Sci, Al Bahah 1988, Saudi Arabia
[4] Mansoura Univ, Fac Comp & Informat, Mansoura 35516, Egypt
关键词
blockchain; financial products; predictive model; deep learning; Adam optimizer; LSTM model; NETWORKS; BITCOIN; MODEL;
D O I
10.3390/su132111901
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
Recently, bitcoin-based blockchain technologies have received significant interest among investors. They have concentrated on the prediction of return and risk rates of the financial product. So, an automated tool to predict the return rate of bitcoin is needed for financial products. The recently designed machine learning and deep learning models pave the way for the return rate prediction process. In this aspect, this study develops an intelligent return rate predictive approach using deep learning for blockchain financial products (RRP-DLBFP). The proposed RRP-DLBFP technique involves designing a long short-term memory (LSTM) model for the predictive analysis of return rate. In addition, Adam optimizer is applied to optimally adjust the LSTM model's hyperparameters, consequently increasing the predictive performance. The learning rate of the LSTM model is adjusted using the oppositional glowworm swarm optimization (OGSO) algorithm. The design of the OGSO algorithm to optimize the LSTM hyperparameters for bitcoin return rate prediction shows the novelty of the work. To ensure the supreme performance of the RRP-DLBFP technique, the Ethereum (ETH) return rate is chosen as the target, and the simulation results are investigated in different measures. The simulation outcomes highlighted the supremacy of the RRP-DLBFP technique over the current state of art techniques in terms of diverse evaluation parameters. For the MSE, the proposed RRP-DLBFP has 0.0435 and 0.0655 compared to an average of 0.6139 and 0.723 for compared methods in training and testing, respectively.
引用
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页数:16
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