Estimation of a model for predicting the trend of digital currencies (Bitcoin, Ethereum) in the corona and post-corona periods with the help of time series
Subject Areas : Financial engineering
Seyed Ramin
Saeedi nezhad
1
(Department of industrial engineering.Tehran North Branch , Islamic Azad University, Tehran, Iran)
sina
laleh
2
(Department of industrial management.Central Tehran Branch.Islamic Azad University, Tehran, Iran)
Keywords: Forecast, Time series, Arima model, Bitcoin, Ethereum, Corona disease,
Abstract :
After the broadcast world and the epidemic of pandemic covid-19 was a severe economic crisis, For this reason, the need for more prediction became apparent. One of these methods is time series prediction. In this study, first, the effect of covid-19 disease on price of Ethereum and Bitcoin, and the results show that this disease had a negative effect on world prices of Ethereum and Bitcoin. In the next step, using univariate time series methods and with the help of ARIMA models, a model for predicting which is the best model AR (1) and MA(1) and time differentiation was designed, the one-year and two-year forecasts were done with the designed model. According to the reports of the World Health Organization, there is probably corona pandamic for up to one year, and For the next two years, Corona has emerged from a pandemic is called the post-corona period. The results show that After a short decline and reacting to resistance and support, they will have an annual upward trend.
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