用机器学习和工业工程优化比特币价格预测,提升准确性与稳定性。
Enhancing Cryptocurrency Market Forecasting: Advanced Machine Learning Techniques and Industrial Engineering Contributions
- 融合深度学习与情感分析,从文本数据中捕捉市场情绪变化
- 覆盖2014-2024年超23,000种加密货币的预测模型演进
- 工业工程方法提升模型效率与风险控制,适合金融与数据科学从业者
加密货币作为去中心化数字资产,自2014年以来迅速发展,截至2023年已超过23,000种,市值接近1.1万亿美元(约美国人均3,400美元)。这一动态市场带来巨大机遇与风险,亟需精准的价格预测模型以应对波动。本文全面回顾2014至2024年间应用于加密货币价格预测的机器学习技术,涵盖线性模型、树模型及先进的Transformer与大语言模型等深度学习架构。同时分析了从社交媒体和新闻文章中提取市场情绪的情感分析方法,以预判价格变动。工业工程师凭借对复杂系统优化、效率提升与风险控制的专业能力,在改进计算性能与数据管理方面发挥关键作用。本文揭示了加密货币预测领域的演进趋势,强调新兴技术整合与工业工程贡献,旨在突破现有局限,推动更准确、鲁棒的预测系统发展,支持更明智的投资决策与市场稳定。
原文摘要 · Abstract (English)
Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This dynamic market presents significant opportunities and risks, highlighting the need for accurate price prediction models to manage volatility. This chapter comprehensively reviews machine learning (ML) techniques applied to cryptocurrency price prediction from 2014 to 2024. We explore various ML algorithms, including linear models, tree-based approaches, and advanced deep learning architectures such as transformers and large language models. Additionally, we examine the role of sentiment analysis in capturing market sentiment from textual data like social media posts and news articles to anticipate price fluctuations. With expertise in optimizing complex systems and processes, industrial engineers are pivotal in enhancing these models. They contribute by applying principles of process optimization, efficiency, and risk mitigation to improve computational performance and data management. This chapter highlights the evolving landscape of cryptocurrency price prediction, the integration of emerging technologies, and the significant role of industrial engineers in refining predictive models. By addressing current limitations and exploring future research directions, this chapter aims to advance the development of more accurate and robust prediction systems, supporting better-informed investment decisions and more stable market behavior.
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