An Optimal Least Square Support Vector Machine Based Earnings Prediction of Blockchain Financial Products

被引:33
|
作者
Sivaram, M. [1 ]
Lydia, E. Laxmi [2 ]
Pustokhina, Irina V. [3 ]
Pustokhin, Denis Alexandrovich [4 ]
Elhoseny, Mohamed [5 ]
Joshi, Gyanendra Prasad [6 ]
Shankar, K. [7 ]
机构
[1] Lebanese French Univ, Dept Comp Networking, Erbil 44001, Iraq
[2] Vignans Inst Informat Technol Autonomous, Comp Sci & Engn, Visakhapatnam 530049, Andhra Pradesh, India
[3] Plekhanov Russian Univ Econ, Entrepreneurship & Logist Dept, Moscow 117997, Russia
[4] State Univ Management, Dept Logist, Moscow 109542, Russia
[5] Mansoura Univ, Fac Comp & Informat, Mansoura 35516, Egypt
[6] Sejong Univ, Dept Comp Sci & Engn, Seoul 13557, South Korea
[7] Alagappa Univ, Dept Comp Applicat, Karaikkudi 630004, Tamil Nadu, India
关键词
Blockchain; bitcoin; financial products; return rate; prediction; PARTICLE; MODEL;
D O I
10.1109/ACCESS.2020.3005808
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The booming applications of bitcoin Blockchain technologies made investors concerned about the return and risk of financial products. So, the return rate of bitcoin must be foreseen in prior. This research article devises an effective return rate prediction technique for Blockchain financial products based on Optimal Least Square Support Vector Machine (OLS-SVM) model. The parameter optimization of the LS-SVM model was performed using hybridization of Grey Wolf Optimization (GWO) with Differential Evolution (DE), called optimal GWO (OGWO) algorithm. The hybridization process is performed to eliminate the local optima problem of GWO and enhance the diversity of the population. To verify the goodness of the proposed model, the Ethereum (ETH) return rate was chosen as the target and experimental analysis was performed on it to verify the predictive results on the time series. The experimental outcome was analyzed in terms of two performance measures namely Mean Squared Error (MSE) and Mean Absolute Percentage Error (MAPE). The obtained simulation outcome infers that the OLS-SVM model yielded better predictive outcome of the return rate of financial products.
引用
收藏
页码:120321 / 120330
页数:10
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