Document Type : SI: ADLRTCA

Authors

1 Department of Information Technology Management, North Tehran Branch, Islamic Azad University, Tehran, Iran

2 Department of Industrial Engineering, South Tehran Branch, Islamic Azad University, Tehran, Iran

3 Department of Industrial Management, North Tehran Branch, Islamic Azad University, Tehran, Iran

10.22105/jarie.2021.291175.1343

Abstract

Cryptocurrencies are considered as new financial and economic tools having special and innovative features, among which Bitcoin is the most popular. The contribution of the Bitcoin market continues to grow due to the special nature of Bitcoin. The investors' attention to Bitcoin has increased significantly in recent years due to significant growth in its prices. It is important to create a prediction system which works well for investment management and business strategies due to the high chaos and volatility of Bitcoin prices. In this study, in order to improve predictive accuracy, Bitcoin price dataset is first divided into a time interval through time window, then propose a new model based on long short-term memory neural networks (LSTM) and Metaheuristic Algorithms. Chaotic Dolphin Swarm Optimization Algorithm is used to optimize the LSTM. Performance evaluation indicated that the proposed model can have more effective predictions and improve prediction accuracy. In addition, the performance of the optimized model is better and more reliable than other models.

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