Crypto Money Bitcoin: Price Estimation With ARIMA and Artificial Neural Networks

Eyyüp Ensari ŞAHİN

doi:https://doi.org/10.25295/fsecon.2018.02.005

Makale detayları

Crypto Money Bitcoin: Price Estimation With ARIMA and Artificial Neural Networks

Yazarlar:

Eyyüp Ensari ŞAHİN

Yayıncı:

Ahmet Arif EREN

Ana Başlıklar:

Yönetim

Dergi:

Fiscaoeconomia 2018 Vol.2 Issue 2, pp.74-92

Belge Tipi:

Makale

Yayın Tarihi:

5/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000710806

Sıklık:

Üç Yıllık

eISSN:

2564-7504

DOI:

https://doi.org/10.25295/fsecon.2018.02.005

Özet:

 

In the world finance and technological development in finance, along with innovative financial instruments, have attracted investors. The most popular of these developments is undoubtedly Bitcoin, which is an output of the blockchain infrastructure .Bitcoin that is not connected to a central authority and contains cryptographic features, is one of the crypto moneys. The fact that Bitcoin does not depend on Central Authority and disclose the factors affecting its price by supply and demand have resulted in high volatility. In this study, firstly blockchain technology will be explained briefly and time-dependent price estimates for Bitcoin which is one of the important outputs of this technology, will be made. Artificial Neural Networks (YSA), which has become increasingly popular among estimation methods in recent years, has been used in the study and compared with ARIMA in traditional estimation methods. The sample of the study was created using daily closing prices between 02.02.2012 - 09.01.2018 dates. As a result of this study, both directions and values of estimated prices by artificial neural networks MPL (6-3-1) model between 10.01.2018 - 18.01.2018 have been more successful than ARIMA (1.1.6) model.

Makale detayları

Crypto Money Bitcoin: Price Estimation With ARIMA and Artificial Neural Networks

Yazarlar: Eyyüp Ensari ŞAHİN

Yayıncı: Ahmet Arif EREN

Ana Başlıklar: Yönetim

Dergi: Fiscaoeconomia 2018 Vol.2 Issue 2, pp.74-92

Belge Tipi: Makale

Yayın Tarihi: 5/2018

Belge Dili: İngilizce

Document ID (Org No.): 2000710806

Sıklık: Üç Yıllık

eISSN: 2564-7504

DOI: https://doi.org/10.25295/fsecon.2018.02.005

Sayı

Yazarlar:

Eyyüp Ensari ŞAHİN

Yayıncı:

Ahmet Arif EREN

Ana Başlıklar:

Yönetim

Dergi:

Fiscaoeconomia 2018 Vol.2 Issue 2, pp.74-92

Belge Tipi:

Makale

Yayın Tarihi:

5/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000710806

Sıklık:

Üç Yıllık

eISSN:

2564-7504

DOI:

https://doi.org/10.25295/fsecon.2018.02.005