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Journals / Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi / 2021 / Cilt: 11 - Sayı: 22

FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL

ANFIS MODELİ İLE BITCOIN FİYAT TAHMİNİ

Busra KUTLU KARABIYIK
Zeliha CAN ERGÜN
Pages
295–315
Publication Date
2021-11-29
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

As a result, investors who wish to make a profit by predicting future Bitcoin values might consider using the ANFIS approach as a forecasting tool.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:Recently, Bitcoin has gained great importance in the cryptocurrency market with the highest market capitalization.
📊
Key Findings & Data:Thus, in this study, the future Bitcoin prices utilizing several economic and technical factors using the ANFIS model are aimed to forecasted between 01.05.2013 - 26.02.2021 periods.
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Conclusion & Impact:As a result, investors who wish to make a profit by predicting future Bitcoin values might consider using the ANFIS approach as a forecasting tool.
🔬Design:Modeling & Simulation
📍Scope:2013 Verileri
⚙️Variables:Kripto para · Bitcoin · Tahminleme

Abstract

Recently, Bitcoin has gained great importance in the cryptocurrency market with the highest market capitalization. Investors and researchers have attempted to find out the drivers of Bitcoin prices and if they are predictable. However, there is only limited research in the literature that identifies the most effective economic and technical variables for predicting Bitcoin prices using machine learning models. Thus, in this study, the future Bitcoin prices utilizing several economic and technical factors using the ANFIS model are aimed to forecasted between 01.05.2013 - 26.02.2021 periods. The findings show that the ANFIS model produced accurate and consistent predicting results that are in line with the real data. As a result, investors who wish to make a profit by predicting future Bitcoin values might consider using the ANFIS approach as a forecasting tool.

Özet

Son zamanlarda piyasa değeri en yükseğe ulaşan Bitcoin, kripto para piyasasında büyük önem kazanmıştır. Bu yüzden, yatırımcılar ve araştırmacılar, Bitcoin fiyatlarını etkileyen faktörleri ve bunların tahmin edilebilir olup olmadığını bulmaya yönelik çalışmalar yürütmektedirler. Fakat literatürde, makine öğrenimi modellerini kullanarak Bitcoin fiyatlarını tahmin etmek için en etkili ekonomik ve teknik değişkenleri tanımlayan sınırlı sayıda araştırma bulunmaktadır. Bu nedenle bu çalışmada, çeşitli ekonomik ve teknik faktörler kullanılarak Bitcoin fiyatlarının ANFIS modeli ile 01.05.2013-26.02.2021 tarihleri arasında tahmin edilmesi amaçlanmaktadır. Bulgular, ANFIS modelinin gerçek verilerle uyumlu, doğru ve tutarlı tahmin sonuçları ürettiğini göstermektedir. Sonuç olarak, gelecekteki Bitcoin değerlerini tahmin ederek kar elde etmek isteyen yatırımcılar, bir tahmin aracı olarak ANFIS yaklaşımını tercih edebilirler.

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Cite This Article

KARABIYIK, B. K., ERGÜN, Z. C. (2021). FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Cilt: 11 - Sayı: 22, 295–315. https://ajindex.com/articles/392103

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