利用灰色系统理论预测比特币价格的变化

利用灰色系统理论预测比特币价格的变化
Financial Innovation.2020,Vol.6(No.1):1-12.

作者：Mahboubeh Faghih Mohammadi Jalali,
Hanif Heidari

摘要：比特币目前是全球领先的加密货币提供商。加密货币允许用户安全、匿名地使用互联网进行数字货币传输和存储。近年来，比特币网络在促进服务和产品交易的同时，也吸引了投资者、商业活动和企业。此外，比特币已成为去中心化加密货币的主要来源。虽然关于比特币网络分析的研究已经做了大量的工作，但是关于比特币价格预测的研究还很有限。本研究的目的是利用灰色系统理论预测比特币的价格及其变化。为此，采用一阶灰色模型(GM(1,1))。利用一阶微分方程对时间序列趋势进行建模。结果表明，GM(1,1)模型可以准确预测比特币的价格，通过选择合适的时间框架和管理投资资产，可以获得约98%的最大利润置信水平。

Predicting changes in Bitcoin price using grey system theory
Abstract: Bitcoin is currently the leading global provider of cryptocurrency. Cryptocurrency allows users to safely and anonymously use the Internet to perform digital currency transfers and storage. In recent years, the Bitcoin network has attracted investors, businesses, and corporations while facilitating services and product deals. Moreover, Bitcoin has made itself the dominant source of decentralized cryptocurrency. While considerable research has been done concerning Bitcoin network analysis, limited research has been conducted on predicting the Bitcoin price. The purpose of this study is to predict the price of Bitcoin and changes therein using the grey system theory. The first order grey model (GM (1,1)) is used for this purpose. It uses a first-order differential equation to model the trend of time series. The results show that the GM (1,1) model predicts Bitcoin’s price accurately and that one can earn a maximum profit confidence level of approximately 98% by choosing the appropriate time frame and by managing investment assets.

翻译：范烨

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