Figure 3 - available via license: Creative Commons Attribution-NonCommercial 4.0 International
Content may be subject to copyright.
The MAPE values for cryptocurrency forecasts in coefficient form for the first half of 2020 (lower values indicate better accuracy). Source: Authors' research.
Source publication
Accurate cryptocurrency price forecasting is crucial due to the significant financial implications of prediction errors. The volatile and non-linear nature of cryptocurrencies challenges traditional statistical methods, revealing a gap in effective predictive modelling. This study addresses this gap by examining the impact of activation functions o...
Context in source publication
Context 1
... cryptocurrency sector was the least affected by the issues related to the spread of COVID-19, as indicated in the test results (Figure 3). In the univariate tests, GRU provided the best predictive performance for Bitcoin, with a MAPE of 0.0301, while RNN had the worst performance with a MAPE of 0.0411. ...
Similar publications
This paper presents a machine learning-based portfolio optimization model alongside a trading strategy algorithm. There are two distinct steps to the approach. Firstly, the long short-term memory (LSTM) neural network model was used to predict the closing price of stocks in the following 4 days. The average rise and fall rate over these four days i...