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Research Article

Exploring Cryptocurrency Market Trends Using Artificial Intelligence

P. Gayatri1 T. Ashish2 B. Sankar3 P. Evan Theodar4 P. Srinivas Rao5
1 Assistant Professor, Computer Science Engineering, Sanketika Vidya Parishad Engineering College, Visakhapatnam, Andhra Pradesh, India. 2345 Computer Science Engineering, Sanketika Vidya Parishad Engineering College, Visakhapatnam, Andhra Pradesh, India.

Published Online: March-April 2024

Pages: 237-241

References

[1] Greaves, A., & Au, B. (2015). Using the bitcoin transaction graph to predict the price of bitcoin. No Data.
[2] Hayes, A. S. (2017). Cryptocurrency value formation: An empirical study leading to a cost of production model for valuing bitcoin.
Telematics and Informatics, 34(7), 1308-1321.
[3] Shah, D., & Zhang, K. (2014, September). Bayesian regression and Bitcoin. In Communication, Control, and Computing (Allerton), 2014
52nd Annual Allerton Conference on (pp. 409-414). IEEE.
[4] Indra N I, Yassin I M, Zabidi A, Rizman Z I. Non-linear autoregressive with exogenous input (mrx) bitcoin price prediction model using
so-optimized parameters and moving average technical indicators. J. Fundam. Appl. Sci., 2017, 9(3S), 791-808`
[5] Adebiyi AA, Ayo C K, Adebiyi MO, Otokiti SO. Stock price prediction using a neural network with hybridized market indicators. Journal
of Emerging Trends in Computing and Information Sciences, 2012, 3(1):1-9
[6] Adebiyi AA, Ayo C K, Adebiyi MO, Otokiti SO. Stock price prediction using a neural network with hybridized market indicators. Journal
of Emerging Trends in Computing and Information Sciences, 2012, 3(1):1-9
[7] Ariyo AA, Adewumi AO, Ayo CK. Stock price prediction using the ARIMA model. In UKSim-AMSS 16th IEEE International Conference
on Computer Modelling and Simulation (UKSim), 2014, pp. 106-112
[8] Ron, D., & Shamir, A. (2013, April). Quantitative analysis of the full Bitcoin transaction graph. In International Conference on Financial
Cryptography and Data Security (pp. 6-24). Springer, Berlin, Heidelberg.
[9] H. White, “Economic prediction using neural networks: The case of IBM daily stock returns,” in Neural Networks, 1988., IEEE
International Conference on. IEEE, 1988, pp. 451–458
[10] Kaastra and M. Boyd, “Designing a neural network for forecasting financial and economic time series,” Neurocomputing, vol. 10, no.
3, pp. 215–236, 1996.
[11] H. White, “Economic prediction using neural networks: The case of IBM daily stock returns,” in Neural Networks, 1988., IEEE
International Conference on. IEEE, 1988, pp. 451–458
[12] Cheung, Y. W., Chinn, M. D., & Pascual, A. G. (2005). Empirical exchange rate models of the nineties: Are any fit to survive? Journal
of international money and finance, 24(7), 1150-1175.

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