Year: 2024
Type: article
Abstract: The development of models to predict the behavior of the Bitcoin cryptocurrency, using a public database (Yahoo! Finance) to predict price trends. The models used were ARIMA and NNAR with the validation of the models being carried out based on the daily closing values of the asset. Both models did not differ significantly, however the adjusted model NNAR (2.2) had a slightly better fit to the original data series, presenting an MPE (Mean Percentage Error) of -0.102.
Source: Socioeconomic Analytics
Institution: Universidade Estadual da Paraíba
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: diamond
Funder: Universidade Estadual da Paraíba
OpenAlex ID: W4405849057