Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini

Yıl 2019, Cilt: 10 Sayı: 20, 608 - 640, 31.12.2019

Serkan Aras

https://doi.org/10.36543/kauiibfd.2019.026

Cited By: 2

Öz

Günümüzde kripto para birimlerinin
önemi gittikçe artmaktadır. Kripto para birimleri sanal oyun platformlarında
kullanılırken, şu an pek çok kurum ve kuruluş tarafından ödeme aracı olarak
kullanılmaktadır. Güvenlik risklerine karşı blockchain (Blok Zinciri) adı
verilen algoritması ile üretimi sağlanmaktadır. Kripto para fiyatlarının doğru
olarak tahmin edilmesi yatırımcı ve karar vericiler açısından büyük önem
taşımaktadır. Bu çalışma kapsamında en çok kullanılan dört kripto para birimine
(Bitcoin, Ethereum, Ripple, Litecoin) ait fiyat değerleri tahmin edilmiştir. Çoklu
kırılma testinden yararlanılarak her seriye ait kırılmalar belirlenerek analiz
genişletilmiştir. Ele alınan sanal para değerlerini doğru bir şekilde tahmin
etmek amacıyla hem klasik zaman serisi modellerinden hem de üç farklı tür yapay
sinir ağı modelinden faydalanılmıştır. Ayrıca elde edilen tahminler üzerinde
basit birleştirilme teknikleri uygulanmıştır. Rassal yürüyüşün egemen olduğu bu
seriler arasından, özellikle işlem hacmi ve bilinilirliği en fazla olan Bitcoin
sanal parasında rassal yürüyüş modelinden daha iyi sonuçlar elde edildiği
gözlemlenmiştir.

Anahtar Kelimeler

Bitcoin, Zaman Serisi, yapay sinir ağı

Kaynakça

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