Hierarchical Intuitionistic TSK Fuzzy System for Bitcoin Price Forecasting
Identifikátory výsledku
Kód výsledku v 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>
Výsledek na webu
<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>
Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
Hierarchical Intuitionistic TSK Fuzzy System for Bitcoin Price Forecasting
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
Hierarchical Intuitionistic TSK Fuzzy System for Bitcoin Price Forecasting
Popis výsledku anglicky
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.
Klasifikace
Druh
D - Stať ve sborníku
CEP obor
—
OECD FORD obor
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Návaznosti výsledku
Projekt
—
Návaznosti
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Ostatní
Rok uplatnění
2023
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Údaje specifické pro druh výsledku
Název statě ve sborníku
2023 IEEE International Conference on Fuzzy Systems (FUZZ) Proceedings
ISBN
979-8-3503-3228-5
ISSN
1098-7584
e-ISSN
—
Počet stran výsledku
6
Strana od-do
194453
Název nakladatele
IEEE (Institute of Electrical and Electronics Engineers)
Místo vydání
New York
Místo konání akce
Inčchon
Datum konání akce
13. 8. 2023
Typ akce podle státní příslušnosti
WRD - Celosvětová akce
Kód UT WoS článku
001103277400116