Predicting bitcoin cryptocurrency price behavior based on ARIMA and NNAR modelling

The development of models to predict the behavior of the Bitcoin cryptocurrency, using a public database (Yahoo! Finance) to predict price trends. The models used were ARIMA and NNAR with the validation of the models being carried out based on the daily closing values of the asset. Both models did...

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Bibliographic Details
Main Authors: Patricia Virginia de Santana Lima, David Venâncio da Cruz, Albaro Ramon Paiva Sanz
Format: Article
Language:English
Published: Universidade Federal de Pernambuco (UFPE) 2024-12-01
Series:Socioeconomic Analytics
Subjects:
Online Access:https://periodicos.ufpe.br/revistas/index.php/SECAN/article/view/265073