Boosting Bitcoin Minute Trend Prediction Using the Separation Index,arXiv

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Boosting Bitcoin Minute Trend Prediction Using the Separation Index,arXiv

2024-07-02 14:21| 来源: 网络整理| 查看: 265

Predicting the trend of Bitcoin, a highly volatile cryptocurrency, remains a challenging task. Accurate forecasting holds immense potential for investors and market participants dealing with High Frequency Trading systems. The purpose of this study is to demonstrate the significance of using a systematic approach toward selecting informative observations for enhancing Bitcoin minute trend prediction. While a multitude of data collection methods exist, a crucial barrier remains: efficiently selecting the most informative data for building powerful prediction models. This study tackles this challenge head-on by introducing the Separation Index, a groundbreaking tool for fast and effective data (feature) subset selection. The Separation Index operates by measuring the improvement in class separability (i.e. upward vs. downward trends) with each added feature set. This innovative metric guides the creation of a highly informative dataset, maximizing the model's ability to differentiate between price movements. Our research demonstrates the effectiveness of this approach, achieving unprecedented accuracy in minute-scale Bitcoin trend prediction, surpassing the performance of previous studies. This significant advancement paves the way for a new era of data-driven decision-making in the dynamic world of cryptocurrency markets.

中文翻译:

使用分离指数增强比特币分钟趋势预测

预测比特币这种高度波动的加密货币的趋势仍然是一项具有挑战性的任务。准确的预测对于使用高频交易系统的投资者和市场参与者来说具有巨大的潜力。本研究的目的是证明使用系统方法选择信息性观察结果以增强比特币分钟趋势预测的重要性。尽管存在多种数据收集方法,但仍然存在一个关键障碍:有效地选择信息最丰富的数据来构建强大的预测模型。本研究通过引入分离索引来正面应对这一挑战,分离索引是一种用于快速有效的数据(特征)子集选择的突破性工具。分离指数通过衡量每个添加的功能集的类别可分离性的改进(即上升趋势与下降趋势)来运作。这种创新指标指导创建信息丰富的数据集,最大限度地提高模型区分价格变动的能力。我们的研究证明了这种方法的有效性,在分钟级的比特币趋势预测方面实现了前所未有的准确性,超越了之前研究的表现。这一重大进步为加密货币市场动态世界中数据驱动决策的新时代铺平了道路。



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