Hierarchical Intuitionistic TSK Fuzzy System for Bitcoin Price Forecasting

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F23%3A39920852" target="_blank" >RIV/00216275:25410/23:39920852 - isvavai.cz</a>

Result on the web

<a href="https://ieeexplore.ieee.org/abstract/document/10309793" target="_blank" >https://ieeexplore.ieee.org/abstract/document/10309793</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1109/FUZZ52849.2023.10309793" target="_blank" >10.1109/FUZZ52849.2023.10309793</a>

Result language

angličtina

Original language name

Hierarchical Intuitionistic TSK Fuzzy System for Bitcoin Price Forecasting

Original language description

There has been great interest in developing hierarchical structures of fuzzy rule-based systems due to their flexibility allowing to model complex problems. To cope with the high degree of uncertainty arising from the characteristics of cryptocurrency markets, this paper proposes a hierarchical intuitionistic TSK (Takagi-Sugeno-Kang) fuzzy system equipped with a feature selection and feature ranking component. The proposed system uses intuitionistic fuzzy sets, allowing to effectively model investor uncertainty in the decision-making on cryptocurrency markets. The hierarchical structure is a parallel tree-like fuzzy system that is based on relevant features while considering feature dependencies. Computational efficiency is achieved by using fuzzy c-means clustering to produce rule antecedents. The proposed system is validated using multivariate bitcoin data for the period 2018 to 2022, showing that the proposed system can accurately predict bitcoin prices while retaining an interpretable hierarchical structure.

Czech name

—

Czech description

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Type

D - Article in proceedings

CEP classification

—

OECD FORD branch

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project

—

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2023

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

2023 IEEE International Conference on Fuzzy Systems (FUZZ) Proceedings

ISBN

979-8-3503-3228-5

ISSN

1098-7584

e-ISSN

—

Number of pages

6

Pages from-to

194453

Publisher name

IEEE (Institute of Electrical and Electronics Engineers)

Place of publication

New York

Event location

Inčchon

Event date

Aug 13, 2023

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

001103277400116