Odnos između cijene Bitcoina i obujma trgovanja Ethereumom
DOI:
https://doi.org/10.15291/oec.5013Ključne riječi:
cijene Bitcoina, volumen trgovanja Ethereumom, kriptovalute, Spearmanova korelacija rangova, umjetne neuronske mreže (ANN)Sažetak
Ciljevi rada bili su ispitati postoji li statistička veza između cijena Bitcoina i volumena trgovanja Ethereumom te razviti jednostavan prediktivni model za volumene trgovanja Ethereumom na temelju cijena Bitcoina. Dnevne cijene zatvaranja Bitcoina u USD i dnevni volumeni trgovanja Ethereumom korišteni su za provođenje Spearmanove analize korelacije rangova i za razvoj modela umjetne neuronske mreže (ANN). Vremenski okvir obuhvaćen podacima je od 1. svibnja 2020. do 22. studenog 2025. Volumeni Ethereuma funkcionirali su kao zavisna varijabla, a cijene Bitcoina kao nezavisna varijabla. Rezultati otkrivaju značajnu, umjerenu, pozitivnu vezu između cijena Bitcoina i volumena Ethereuma te da je model ANN učinkovito predvidio volumene Ethereuma s visokim stupnjem točnosti. Rezultati podržavaju sadašnje dokaze o vezama između kriptovaluta. Potvrđujući učinkovitost umjetnih neuronskih mreža (ANN) u predviđanju obrazaca na tržištu kriptovaluta, studija također daje metodološki doprinos. Osim toga, studija nudi jednostavniji pristup modeliranju koji naglašava važnost bilateralnih interakcija među glavnim kriptovalutama korištenjem modela s jednim ulazom. Burze, fintech tvrtke i investicijske institucije mogu integrirati lagane sustave strojnog učenja u svoje alate za predviđanje kako bi ponudile analitiku u stvarnom vremenu bez značajnih zahtjeva za obradom, u skladu s izvrsnim performansama ANN modela.
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