Teorik Makale

Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets

Cilt: 9 Sayı: Issue: 2 25 Aralık 2024
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Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets

Öz

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.

Anahtar Kelimeler

Kaynakça

  1. Anghel, D. G. (2020). A reality check on trading rule performance in the cryptocurrency market:Machine learning vs. technical analysis. Finance Research Letters, 101655.
  2. Cui, Y., Ahmad, S., & Hawkins, J. (2016). Continuous online sequence learning with an unsupervised neural network model. Neural computation, 28(11), 2474-2504.
  3. 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.
  4. Fayek, H. M. (2017). MatDL: A lightweight deep learning library in MATLAB. Journal of Open Source Software, 2(19), 413.
  5. 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.
  6. 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.
  7. Osegi, E. N., & Anireh, V. (2020). AMI: an auditory machine intelligence algorithm for predicting sensory-like data. Computer Science, 5(2), 71-89.
  8. 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).

Ayrıntılar

Birincil Dil

İngilizce

Konular

Mekansal Veri ve Bilgi İşleme, Uygulamalı Bilgi İşleme (Diğer), Yapay Yaşam ve Karmaşık Uyarlanabilir Sistemler

Bölüm

Teorik Makale

Erken Görünüm Tarihi

24 Aralık 2024

Yayımlanma Tarihi

25 Aralık 2024

Gönderilme Tarihi

29 Ekim 2024

Kabul Tarihi

23 Aralık 2024

Yayımlandığı Sayı

Yıl 2024 Cilt: 9 Sayı: Issue: 2

Kaynak Göster

APA
Osegi, E. N., Anıreh, V. I., Emeto, I. C., Ibiobu, N. A., Orove, O. J., & Agi, U. (2024). Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets. Computer Science, 9(Issue: 2), 178-185. https://doi.org/10.53070/bbd.1575411
AMA
1.Osegi EN, Anıreh VI, Emeto IC, Ibiobu NA, Orove OJ, Agi U. Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets. JCS. 2024;9(Issue: 2):178-185. doi:10.53070/bbd.1575411
Chicago
Osegi, Emmanuel Ndidi, Vincent Ike Anıreh, Ifeanyi. C Emeto, Noble. A Ibiobu, Osu Joshua Orove, ve Uchechukwu Agi. 2024. “Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets”. Computer Science 9 (Issue: 2): 178-85. https://doi.org/10.53070/bbd.1575411.
EndNote
Osegi EN, Anıreh VI, Emeto IC, Ibiobu NA, Orove OJ, Agi U (01 Aralık 2024) Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets. Computer Science 9 Issue: 2 178–185.
IEEE
[1]E. N. Osegi, V. I. Anıreh, I. C. Emeto, N. A. Ibiobu, O. J. Orove, ve U. Agi, “Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets”, JCS, c. 9, sy Issue: 2, ss. 178–185, Ara. 2024, doi: 10.53070/bbd.1575411.
ISNAD
Osegi, Emmanuel Ndidi - Anıreh, Vincent Ike - Emeto, Ifeanyi. C - Ibiobu, Noble. A - Orove, Osu Joshua - Agi, Uchechukwu. “Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets”. Computer Science 9/Issue: 2 (01 Aralık 2024): 178-185. https://doi.org/10.53070/bbd.1575411.
JAMA
1.Osegi EN, Anıreh VI, Emeto IC, Ibiobu NA, Orove OJ, Agi U. Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets. JCS. 2024;9:178–185.
MLA
Osegi, Emmanuel Ndidi, vd. “Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets”. Computer Science, c. 9, sy Issue: 2, Aralık 2024, ss. 178-85, doi:10.53070/bbd.1575411.
Vancouver
1.Emmanuel Ndidi Osegi, Vincent Ike Anıreh, Ifeanyi. C Emeto, Noble. A Ibiobu, Osu Joshua Orove, Uchechukwu Agi. Leveragıng On Contınual Machıne Learnıng For Real Tıme Tradıng In Fınancıal Markets. JCS. 01 Aralık 2024;9(Issue: 2):178-85. doi:10.53070/bbd.1575411

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