Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets
Year 2024,
Volume: 9 Issue: Issue: 2, 178 - 185
Emmanuel Ndidi Osegi
,
Vincent Ike Anıreh
,
Ifeanyi. C Emeto
,
Noble. A Ibiobu
,
Osu Joshua Orove
,
Uchechukwu Agi
Abstract
In this research paper, a novel neural inspired approach called the Auditory Machine Intelligence (AMI) is proposed for the prediction of cryptocurrency price - the ripple (XRP/USD) trading pair. The AMI is implemented as part of an LUNO API systems app and real-time data generated and captured. Comparisons were also made with a popular method used in cryptocurrency trading called the Non-linear Auto-Regressive Neural Network (NARX-net). The experimental results considering the 40%, 60% and 80% training were reported for the both techniques. From the experimental results, it was clearly seen that on the average, the NeuroAMI will outperform the NARXnet technique at the 60% and 80% input training data levels; however, the NARXnet technique fared better on the average at the 40% input training data level.
References
- Anghel, D. G. (2020). A reality check on trading rule performance in the cryptocurrency market:Machine learning vs. technical analysis. Finance Research Letters, 101655.
- Cui, Y., Ahmad, S., & Hawkins, J. (2016). Continuous online sequence learning with an unsupervised neural network model. Neural computation, 28(11), 2474-2504.
- Dutta, A., Kumar, S., &Basu, M. (2020). A Gated Recurrent Unit Approach to Bitcoin Price Prediction. Journal of Risk and Financial Management, 13(2), 23.
- Fayek, H. M. (2017). MatDL: A lightweight deep learning library in MATLAB. Journal of Open Source Software, 2(19), 413.
- Houssein, E. H., Dirar, M., Hussain, K., & Mohamed, W. M. (2020). Assess deep learning models for Egyptian exchange prediction using nonlinear artificial neural networks. Neural Computing and Applications, 1- 23.
- Miura, R., Pichl, L., &Kaizoji, T. (2019, July). Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series. In International Symposium on Neural Networks (pp. 165-172). Springer, Cham.
- Osegi, E. N., & Anireh, V. (2020). AMI: an auditory machine intelligence algorithm for predicting sensory-like data. Computer Science, 5(2), 71-89.
- Osegi, E. N. (2021). Design and Implementation of a Web-Based AI Tool for Real Time Trading In Financial Markets. Diploma Thesis. National Open University of Nigeria (NOUN).
- Osegi, E. N. (2023). Neuronal Auditory Machine Intelligence (Neuro-AMI) In Perspective. http://dx.doi.org/10.13140/RG.2.2.10131.45605.
- Omane-Adjepong, M., Alagidede, P., & Akosah, N. K. (2019). Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. Physica A: Statistical Mechanics and its Applications, 514, 105-120.
- Shintate, T., & Pichl, L. (2019). Trend prediction classification for high frequency bitcoin time series with deep learning. Journal of risk and Financial management, 12(1), 17.
LEVERAGING ON CONTINUAL MACHINE LEARNING FOR REAL TIME TRADING IN FINANCIAL MARKETS
Year 2024,
Volume: 9 Issue: Issue: 2, 178 - 185
Emmanuel Ndidi Osegi
,
Vincent Ike Anıreh
,
Ifeanyi. C Emeto
,
Noble. A Ibiobu
,
Osu Joshua Orove
,
Uchechukwu Agi
Abstract
In this research paper, a novel neural inspired approach called the Auditory Machine Intelligence (AMI) is proposed for the prediction of cryptocurrency price - the ripple (XRP/USD) trading pair. The AMI is implemented as part of an LUNO API systems app and real-time data generated and captured. Comparisons were also made with a popular method used in cryptocurrency trading called the Non-linear Auto-Regressive Neural Network (NARX-net). The experimental results considering the 40%, 60% and 80% training were reported for the both techniques. From the experimental results, it was clearly seen that on the average, the NeuroAMI will outperform the NARXnet technique at the 60% and 80% input training data levels; however, the NARXnet technique fared better on the average at the 40% input training data level.
References
- Anghel, D. G. (2020). A reality check on trading rule performance in the cryptocurrency market:Machine learning vs. technical analysis. Finance Research Letters, 101655.
- Cui, Y., Ahmad, S., & Hawkins, J. (2016). Continuous online sequence learning with an unsupervised neural network model. Neural computation, 28(11), 2474-2504.
- Dutta, A., Kumar, S., &Basu, M. (2020). A Gated Recurrent Unit Approach to Bitcoin Price Prediction. Journal of Risk and Financial Management, 13(2), 23.
- Fayek, H. M. (2017). MatDL: A lightweight deep learning library in MATLAB. Journal of Open Source Software, 2(19), 413.
- Houssein, E. H., Dirar, M., Hussain, K., & Mohamed, W. M. (2020). Assess deep learning models for Egyptian exchange prediction using nonlinear artificial neural networks. Neural Computing and Applications, 1- 23.
- Miura, R., Pichl, L., &Kaizoji, T. (2019, July). Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series. In International Symposium on Neural Networks (pp. 165-172). Springer, Cham.
- Osegi, E. N., & Anireh, V. (2020). AMI: an auditory machine intelligence algorithm for predicting sensory-like data. Computer Science, 5(2), 71-89.
- Osegi, E. N. (2021). Design and Implementation of a Web-Based AI Tool for Real Time Trading In Financial Markets. Diploma Thesis. National Open University of Nigeria (NOUN).
- Osegi, E. N. (2023). Neuronal Auditory Machine Intelligence (Neuro-AMI) In Perspective. http://dx.doi.org/10.13140/RG.2.2.10131.45605.
- Omane-Adjepong, M., Alagidede, P., & Akosah, N. K. (2019). Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. Physica A: Statistical Mechanics and its Applications, 514, 105-120.
- Shintate, T., & Pichl, L. (2019). Trend prediction classification for high frequency bitcoin time series with deep learning. Journal of risk and Financial management, 12(1), 17.