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http://dx.doi.org/10.14400/JDC.2021.19.11.359

Cryptocurrency automatic trading research by using facebook deep learning algorithm  

Hong, Sunghyuck (Baekseok University, Division of Smart IT Engineering, FinTech major)
Publication Information
Journal of Digital Convergence / v.19, no.11, 2021 , pp. 359-364 More about this Journal
Abstract
Recently, research on predictive systems using deep learning and machine learning of artificial intelligence is being actively conducted. Due to the development of artificial intelligence, the role of the investment manager is being replaced by artificial intelligence, and due to the higher rate of return than the investment manager, algorithmic trading using artificial intelligence is becoming more common. Algorithmic trading excludes human emotions and trades mechanically according to conditions, so it comes out higher than human trading yields when approached in the long term. The deep learning technique of artificial intelligence learns past time series data and predicts the future, so it learns like a human and can respond to changing strategies. In particular, the LSTM technique is used to predict the future by increasing the weight of recent data by remembering or forgetting part of past data. fbprophet, an artificial intelligence algorithm recently developed by Facebook, boasts high prediction accuracy and is used to predict stock prices and cryptocurrency prices. Therefore, this study intends to establish a sound investment culture by providing a new algorithm for automatic cryptocurrency trading by analyzing the actual value and difference using fbprophet and presenting conditions for accurate prediction.
Keywords
Artificial intelligence; prediction system; fbprophet; deep learning; machine learning;
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