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Open Access Article
1 - Study and Research on the Six-Year Process of Bitcoin Price and Return
Mehrzad Alijani Bahman Banimahd Mehdi MadanchiThe purpose of this study, is create a challenge and discussion concerning the existence of information about the Bitcoin price and return, which suggests the relationship of information and the strong performance it. The information trends are available at different ti MoreThe purpose of this study, is create a challenge and discussion concerning the existence of information about the Bitcoin price and return, which suggests the relationship of information and the strong performance it. The information trends are available at different time periods and the summary data related to the statistical descriptions for the price and return index are also discussed. In this paper we show a significant correlation between the price trend and return in the Bitcoin that has been confirmed by various statistical methodology. Using statistical tests and reviewing trends and relationships between the variables, planning can be done to invest in it and its performance or inefficiency can be tested. The results of this research shows a significant and positive relationship between the price and return of Bitcoin. Manuscript profile -
Open Access Article
2 - Measurement of Bitcoin Daily and Monthly Price Prediction Error Using Grey Model, Back Propagation Artificial Neural Network and Integrated model of Grey Neural Network
Mahdi Madanchi Zaj Mohammad Ebrahim Samavi Emad KooshaOne of the recent financial technologies is Block chain-based currency known as Cryptocurrency that these days because of their unique features has become quite popular. The first known Cryptocurrency in the world is Bitcoin, and since the cryptocurrencies market is a c MoreOne of the recent financial technologies is Block chain-based currency known as Cryptocurrency that these days because of their unique features has become quite popular. The first known Cryptocurrency in the world is Bitcoin, and since the cryptocurrencies market is a contemporary one, Bitcoin is currently considered as the pioneer of this market. Since the value of the previous Bitcoin prices data have a non-linear behaviour, this study aims at predicting Bitcoin price using Grey model, Back Propagation Artificial Neural Network and Integrated Model of Grey Neural Network. Then, the prediction’s accuracy of these methods will be measured using MAPE and RMSE indices and also Bitcoin price data for a five-year period (2014-2018). The results had indicated that wen estimating Bitcoin daily prices, Back Propagation Artificial Neural Network model has the lowest absolute error rate (5.6%) compared to the Grey model and the integrated model. Additionally, for the monthly prediction of Bitcoin price, the integrated model, with the lowest absolute error rate (9%), has a better performance than the two other models. Manuscript profile
List of Articles Mehdi Madani Zaj
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