Implementation of Neural Networks in Time Series to Generate a Portfolio of Investment in Cryptocurrencies

• 作者: Jesus Lares Jorge A.Flores S. Jose B.Hernandez C.
• 来源期刊: 数学和系统科学:英文版
• 学科: 经济
• 关键词: Neural networks time series cryptocurrencies VAR models
• 年，卷（期）: 2020,（1）
• 页码范围: 1-12
• 页数: 12页
• 分类号: F42

摘要

The present work aims to implement two types of neural networks and an analysis of a multivariate time series model of VAR type to predict the price of cryptocurrencies like Bitcoin,Dash,Ethereum,Litecoin,and Ripple.This subject has been popular in recent years due to the rapid price fluctuations and the immense amount of money involved in the cryptocurrencies market.Several technologies have been developed around cryptocurrencies,with Blockchain rising as the most popular.Blockchain has been implementing other information technology projects which have helped to open a wide variety of job positions in some industries.A“New Economy”is emerging and it is important to study its basis in order to establish the pillars that help us to understand its behavior and be ready for a new era.