Comparative performance of machine learning algorithms for cryptocurrency forecasting

Machine Learning is part of Artificial Intelligence that has the ability to make future forecastings based on the previous experience. Methods has been proposed to construct models including machine learning algorithms such as Neural Networks (NN), Support Vector Machines (SVM) and Deep Learning. Th...

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Main Authors: Hitam, Nor Azizah, Ismail, Amelia Ritahani
Format: Article
Language:English
English
Published: Institute of Advanced Engineering and Science 2018
Subjects:
Online Access:http://irep.iium.edu.my/65781/
http://irep.iium.edu.my/65781/
http://irep.iium.edu.my/65781/
http://irep.iium.edu.my/65781/7/65781_Comparative%20performance%20of%20machine%20learning%20algorithms_SCOPUS.pdf
http://irep.iium.edu.my/65781/13/65781_Comparative%20performance%20of%20machine.pdf
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recordtype eprints
spelling iium-657812018-09-12T04:05:32Z http://irep.iium.edu.my/65781/ Comparative performance of machine learning algorithms for cryptocurrency forecasting Hitam, Nor Azizah Ismail, Amelia Ritahani QA75 Electronic computers. Computer science Machine Learning is part of Artificial Intelligence that has the ability to make future forecastings based on the previous experience. Methods has been proposed to construct models including machine learning algorithms such as Neural Networks (NN), Support Vector Machines (SVM) and Deep Learning. This paper presents a comparative performance of Machine Learning algorithms for cryptocurrency forecasting. Specifically, this paper concentrates on forecasting of time series data. SVM has several advantages over the other models in forecasting, and previous research revealed that SVM provides a result that is almost or close to actual result yet also improve the accuracy of the result itself. However, recent research has showed that due to small range of samples and data manipulation by inadequate evidence and professional analyzers, overall status and accuracy rate of the forecasting needs to be improved in further studies. Thus, advanced research on the accuracy rate of the forecasted price has to be done. Institute of Advanced Engineering and Science 2018-09 Article PeerReviewed application/pdf en http://irep.iium.edu.my/65781/7/65781_Comparative%20performance%20of%20machine%20learning%20algorithms_SCOPUS.pdf application/pdf en http://irep.iium.edu.my/65781/13/65781_Comparative%20performance%20of%20machine.pdf Hitam, Nor Azizah and Ismail, Amelia Ritahani (2018) Comparative performance of machine learning algorithms for cryptocurrency forecasting. Indonesian Journal of Electrical Engineering and Computer Science, 11 (3). 1121 -1128. ISSN 2502-4752 http://iaescore.com/journals/index.php/IJEECS/article/view/13469 10.11591/ijeecs.v11.i3.pp1121-1128
repository_type Digital Repository
institution_category Local University
institution International Islamic University Malaysia
building IIUM Repository
collection Online Access
language English
English
topic QA75 Electronic computers. Computer science
spellingShingle QA75 Electronic computers. Computer science
Hitam, Nor Azizah
Ismail, Amelia Ritahani
Comparative performance of machine learning algorithms for cryptocurrency forecasting
description Machine Learning is part of Artificial Intelligence that has the ability to make future forecastings based on the previous experience. Methods has been proposed to construct models including machine learning algorithms such as Neural Networks (NN), Support Vector Machines (SVM) and Deep Learning. This paper presents a comparative performance of Machine Learning algorithms for cryptocurrency forecasting. Specifically, this paper concentrates on forecasting of time series data. SVM has several advantages over the other models in forecasting, and previous research revealed that SVM provides a result that is almost or close to actual result yet also improve the accuracy of the result itself. However, recent research has showed that due to small range of samples and data manipulation by inadequate evidence and professional analyzers, overall status and accuracy rate of the forecasting needs to be improved in further studies. Thus, advanced research on the accuracy rate of the forecasted price has to be done.
format Article
author Hitam, Nor Azizah
Ismail, Amelia Ritahani
author_facet Hitam, Nor Azizah
Ismail, Amelia Ritahani
author_sort Hitam, Nor Azizah
title Comparative performance of machine learning algorithms for cryptocurrency forecasting
title_short Comparative performance of machine learning algorithms for cryptocurrency forecasting
title_full Comparative performance of machine learning algorithms for cryptocurrency forecasting
title_fullStr Comparative performance of machine learning algorithms for cryptocurrency forecasting
title_full_unstemmed Comparative performance of machine learning algorithms for cryptocurrency forecasting
title_sort comparative performance of machine learning algorithms for cryptocurrency forecasting
publisher Institute of Advanced Engineering and Science
publishDate 2018
url http://irep.iium.edu.my/65781/
http://irep.iium.edu.my/65781/
http://irep.iium.edu.my/65781/
http://irep.iium.edu.my/65781/7/65781_Comparative%20performance%20of%20machine%20learning%20algorithms_SCOPUS.pdf
http://irep.iium.edu.my/65781/13/65781_Comparative%20performance%20of%20machine.pdf
first_indexed 2023-09-18T21:33:19Z
last_indexed 2023-09-18T21:33:19Z
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