一种高性能比特币交易策略预测模型

Yunjing Zhang, Jiaxu Sun, Hengbin Liu, Shaoqing Shi, Qiufeng Wang
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引用次数: 0

摘要

比特币于2009年以笔名中本聪(Satoshi Nakamoto)首次作为开源发布,是运行时间最长、最知名的加密货币。比特币的交易历史具有公开透明的特点,比特币已经成为金融交易的重要组成部分。因此,能够对比特币市场的发展做出准确的预测变得越来越重要。在本研究中,我们构建了一个基于LightGBM算法的比特币交易策略预测模型,并表明我们的模型准确率超过95.1%。结果表明,我们的模型达到了95.1%以上的准确率,与流行的机器学习模型相比,具有更高的性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A high performance bitcoin trading strategy prediction model
First released as open source in 2009 by the pseudonym Satoshi Nakamoto, Bitcoin is the longest running and best known cryptocurrency. Bitcoin's transaction history is characterised by openness and transparency, and Bitcoin has become an important part of financial transactions. Therefore, it is increasingly important to be able to make accurate predictions about the development of the Bitcoin market. In this study, we construct a prediction model for bitcoin trading strategies based on the LightGBM algorithm, and show that our model has an accuracy of over 95.1%. The results show that our model achieves an accuracy of over 95.1% and has a higher performance compared to popular machine learning models.
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