Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
Αποθηκεύτηκε σε:
| Εκδόθηκε σε: | arXiv.org (Dec 19, 2024), p. n/a |
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| Κύριος συγγραφέας: | |
| Άλλοι συγγραφείς: | , , |
| Έκδοση: |
Cornell University Library, arXiv.org
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| Διαθέσιμο Online: | Citation/Abstract Full text outside of ProQuest |
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| 001 | 3147568518 | ||
| 003 | UK-CbPIL | ||
| 022 | |a 2331-8422 | ||
| 035 | |a 3147568518 | ||
| 045 | 0 | |b d20241219 | |
| 100 | 1 | |a Peik, Arash | |
| 245 | 1 | |a Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting | |
| 260 | |b Cornell University Library, arXiv.org |c Dec 19, 2024 | ||
| 513 | |a Working Paper | ||
| 520 | 3 | |a Organizing and managing cryptocurrency portfolios and decision-making on transactions is crucial in this market. Optimal selection of assets is one of the main challenges that requires accurate prediction of the price of cryptocurrencies. In this work, we categorize the financial time series into several similar subseries to increase prediction accuracy by learning each subseries category with similar behavior. For each category of the subseries, we create a deep learning model based on the attention mechanism to predict the next step of each subseries. Due to the limited amount of cryptocurrency data for training models, if the number of categories increases, the amount of training data for each model will decrease, and some complex models will not be trained well due to the large number of parameters. To overcome this challenge, we propose to combine the time series data of other cryptocurrencies to increase the amount of data for each category, hence increasing the accuracy of the models corresponding to each category. | |
| 653 | |a Accuracy | ||
| 653 | |a Digital currencies | ||
| 653 | |a Transaction processing | ||
| 653 | |a Deep learning | ||
| 653 | |a Time series | ||
| 700 | 1 | |a Mohammad Ali Zare Chahooki | |
| 700 | 1 | |a Amin Milani Fard | |
| 700 | 1 | |a Mehdi Agha Sarram | |
| 773 | 0 | |t arXiv.org |g (Dec 19, 2024), p. n/a | |
| 786 | 0 | |d ProQuest |t Engineering Database | |
| 856 | 4 | 1 | |3 Citation/Abstract |u https://www.proquest.com/docview/3147568518/abstract/embedded/6A8EOT78XXH2IG52?source=fedsrch |
| 856 | 4 | 0 | |3 Full text outside of ProQuest |u http://arxiv.org/abs/2412.14529 |