Application of using R language to call SNNS neural network learning platform function in econometric prediction: take the price fluctuation prediction of gold and bitcoin as an example

Yuan Wang; Ziyue Zhang; Zihao Li

doi:10.1117/12.2637515

15 June 2022 Application of using R language to call SNNS neural network learning platform function in econometric prediction: take the price fluctuation prediction of gold and bitcoin as an example

Yuan Wang, Ziyue Zhang, Zihao Li

Author Affiliations +

Proceedings Volume 12285, International Conference on Advanced Algorithms and Neural Networks (AANN 2022); 122851H (2022) https://doi.org/10.1117/12.2637515
Event: International Conference on Advanced Algorithms and Neural Networks (AANN 2022), 2022, Zhuhai, China

Abstract

Maximizing returns is a constant pursuit of the financial market. In this paper, we show the relevant models we designed to realize the optimal allocation and combination of gold, bitcoin and cash. Advanced forecasting technology can promote the maturity of transactions. Our model takes the lead in introducing the rolling learning prediction method of feedforward multilayer neural network (MLP), which provides a method for accurately predicting market fluctuations from another way. We improved the original algorithm and changed the unified learning method to the rolling learning method based on the existing data before each day. Our practice has proved that our technology has better prediction effect for assets with less market volatility. For example, for gold, a safe haven asset, our prediction accuracy is 99.5%; For products with large market fluctuations, the prediction accuracy is relatively low. For example, for speculative assets with large market fluctuations such as bitcoin, our prediction accuracy is also as high as 97%.

Citation Download Citation

Yuan Wang, Ziyue Zhang, and Zihao Li "Application of using R language to call SNNS neural network learning platform function in econometric prediction: take the price fluctuation prediction of gold and bitcoin as an example", Proc. SPIE 12285, International Conference on Advanced Algorithms and Neural Networks (AANN 2022), 122851H (15 June 2022); https://doi.org/10.1117/12.2637515

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KEYWORDS

Neural networks

Gold

Visualization

Artificial neural networks

Evolutionary algorithms

Machine learning

Network architectures

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