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Fuzzy Crow Search Algorithm-Based Deep LSTM for Bitcoin Prediction

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  • Chandrasekar Ravi

    (National Institute of Technology Puducherry, Puducherry, India)

Abstract

Prediction of stock market trends is considered as an important task and is of great attention as predicting stock prices successfully may lead to attractive profits by making proper decisions. Stock market prediction is a major challenge owing to non-stationary, blaring, and chaotic data and thus, the prediction becomes challenging among the investors to invest the money for making profits. Initially, the blockchain network is fed to the blockchain network bridge from which the bitcoin data is acquired that is followed with the bitcoin prediction. Bitcoin prediction is performed using the proposed FuzzyCSA-based Deep Long short-term memory (LSTM). At first, the flow strength indicators are extracted based on Double exponential moving average (DEMA), Rate of Change (ROCR), Average True Range (ATR), Simple Moving Average (SMA), and Moving Average Convergence Divergence (MACD) from the blockchain data. Based on the extracted features, the prediction is done using FuzzyCSA-based Deep LSTM, which is the combination of FuzzyCSA with Deep LSTM. Then, the CSA is modified using the fuzzy operator for determining the optimal weights in Deep LSTM. The experimentation of the proposed method is performed from the openly available dataset. The analysis of the method in terms of Mean Absolute Error (MAE), and Root Mean Square Error (RMSE) reveals that the proposed FuzzyCSA-based Deep LSTM acquired a minimal MAE of 0.4811, and the minimal RMSE of 0.3905, respectively.

Suggested Citation

  • Chandrasekar Ravi, 2020. "Fuzzy Crow Search Algorithm-Based Deep LSTM for Bitcoin Prediction," International Journal of Distributed Systems and Technologies (IJDST), IGI Global, vol. 11(4), pages 53-71, October.
  • Handle: RePEc:igg:jdst00:v:11:y:2020:i:4:p:53-71
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