| Autor: |
Marasani, Hema Sundhar, Thangaraj, S. John Justin |
| Předmět: |
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| Zdroj: |
AIP Conference Proceedings; 2023, Vol. 2821 Issue 1, p1-9, 9p |
| Abstrakt: |
The aim of this study is to determine and predict the prices of cryptocurrency using the Vector Autoregression algorithm and comparing it with the Facebook Prophet algorithm. The cryptocurrency dataset is taken from Yahoo finance website directly, it changes every day according to stock exchange and other variables. It contains 8 attributes and Sample size = 186 with two groups. The retrieval accuracy of the Facebook Prophet algorithm is (78.24%) and the Novel Vector Autoregression algorithm is (91.49%). There exists a statistically significant difference between VAR and Facebook Prophet with 0.001(2 tailed) (p < 0.05). When compared to the FB Prophet algorithm, the efficiency of the VAR algorithm has offered better accuracy, according to the research. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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