FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL

Busra KUTLU KARABIYIK, (Aydın Adnan Menderes Üniversitesi, Aydın, Türkiye)
Zeliha CAN ERGÜN (Aydın Adnan Menderes Üniversitesi, Aydın, Türkiye)
Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
8 2
Yıl: 2021 Cilt: 11 Sayı: 22 Sayfa Aralığı: 295 - 315 Metin Dili: İngilizce DOI: 10.53092/duiibfd.970900 İndeks Tarihi: 29-07-2022

FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL

Öz:
Recently, Bitcoin has gained great importance in the cryptocurrency market with the highest market capitalization. Investors and researchers have attempted to find out the drivers of Bitcoin prices and if they are predictable. However, there is only limited research in the literature that identifies the most effective economic and technical variables for predicting Bitcoin prices using machine learning models. Thus, in this study, the future Bitcoin prices utilizing several economic and technical factors using the ANFIS model are aimed to forecasted between 01.05.2013 - 26.02.2021 periods. The findings show that the ANFIS model produced accurate and consistent predicting results that are in line with the real data. As a result, investors who wish to make a profit by predicting future Bitcoin values might consider using the ANFIS approach as a forecasting tool.
Anahtar Kelime: Cryptocurrency

ANFIS MODELİ İLE BITCOIN FİYAT TAHMİNİ

Öz:
Son zamanlarda piyasa değeri en yükseğe ulaşan Bitcoin, kripto para piyasasında büyük önem kazanmıştır. Bu yüzden, yatırımcılar ve araştırmacılar, Bitcoin fiyatlarını etkileyen faktörleri ve bunların tahmin edilebilir olup olmadığını bulmaya yönelik çalışmalar yürütmektedirler. Fakat literatürde, makine öğrenimi modellerini kullanarak Bitcoin fiyatlarını tahmin etmek için en etkili ekonomik ve teknik değişkenleri tanımlayan sınırlı sayıda araştırma bulunmaktadır. Bu nedenle bu çalışmada, çeşitli ekonomik ve teknik faktörler kullanılarak Bitcoin fiyatlarının ANFIS modeli ile 01.05.2013-26.02.2021 tarihleri arasında tahmin edilmesi amaçlanmaktadır. Bulgular, ANFIS modelinin gerçek verilerle uyumlu, doğru ve tutarlı tahmin sonuçları ürettiğini göstermektedir. Sonuç olarak, gelecekteki Bitcoin değerlerini tahmin ederek kar elde etmek isteyen yatırımcılar, bir tahmin aracı olarak ANFIS yaklaşımını tercih edebilirler.
Anahtar Kelime: Bitcoin

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA KUTLU KARABIYIK B, Can Ergün Z (2021). FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. , 295 - 315. 10.53092/duiibfd.970900
Chicago KUTLU KARABIYIK BÜŞRA,Can Ergün Zeliha FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. (2021): 295 - 315. 10.53092/duiibfd.970900
MLA KUTLU KARABIYIK BÜŞRA,Can Ergün Zeliha FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. , 2021, ss.295 - 315. 10.53092/duiibfd.970900
AMA KUTLU KARABIYIK B,Can Ergün Z FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. . 2021; 295 - 315. 10.53092/duiibfd.970900
Vancouver KUTLU KARABIYIK B,Can Ergün Z FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. . 2021; 295 - 315. 10.53092/duiibfd.970900
IEEE KUTLU KARABIYIK B,Can Ergün Z "FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL." , ss.295 - 315, 2021. 10.53092/duiibfd.970900
ISNAD KUTLU KARABIYIK, BÜŞRA - Can Ergün, Zeliha. "FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL". (2021), 295-315. https://doi.org/10.53092/duiibfd.970900
APA KUTLU KARABIYIK B, Can Ergün Z (2021). FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 11(22), 295 - 315. 10.53092/duiibfd.970900
Chicago KUTLU KARABIYIK BÜŞRA,Can Ergün Zeliha FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 11, no.22 (2021): 295 - 315. 10.53092/duiibfd.970900
MLA KUTLU KARABIYIK BÜŞRA,Can Ergün Zeliha FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol.11, no.22, 2021, ss.295 - 315. 10.53092/duiibfd.970900
AMA KUTLU KARABIYIK B,Can Ergün Z FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2021; 11(22): 295 - 315. 10.53092/duiibfd.970900
Vancouver KUTLU KARABIYIK B,Can Ergün Z FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL. Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2021; 11(22): 295 - 315. 10.53092/duiibfd.970900
IEEE KUTLU KARABIYIK B,Can Ergün Z "FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL." Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 11, ss.295 - 315, 2021. 10.53092/duiibfd.970900
ISNAD KUTLU KARABIYIK, BÜŞRA - Can Ergün, Zeliha. "FORECASTING BITCOIN PRICES WITH THE ANFIS MODEL". Dicle Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 11/22 (2021), 295-315. https://doi.org/10.53092/duiibfd.970900
Sayfa Oluşturulma Tarihi
23-04-2024 20:48

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