Return Rate Prediction in Blockchain Financial Products Using Deep Learning

Recently, bitcoin-based blockchain technologies have received significant interest among investors. They have concentrated on the prediction of return and risk rates of the financial product. So, an automated tool to predict the return rate of bitcoin is needed for financial products. The recently d...

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Autores principales: Noura Metawa, Mohamemd I. Alghamdi, Ibrahim M. El-Hasnony, Mohamed Elhoseny
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Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/a95a273f89b64a72b28d1418838d9cee
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spelling oai:doaj.org-article:a95a273f89b64a72b28d1418838d9cee2021-11-11T19:35:40ZReturn Rate Prediction in Blockchain Financial Products Using Deep Learning10.3390/su1321119012071-1050https://doaj.org/article/a95a273f89b64a72b28d1418838d9cee2021-10-01T00:00:00Zhttps://www.mdpi.com/2071-1050/13/21/11901https://doaj.org/toc/2071-1050Recently, bitcoin-based blockchain technologies have received significant interest among investors. They have concentrated on the prediction of return and risk rates of the financial product. So, an automated tool to predict the return rate of bitcoin is needed for financial products. The recently designed machine learning and deep learning models pave the way for the return rate prediction process. In this aspect, this study develops an intelligent return rate predictive approach using deep learning for blockchain financial products (RRP-DLBFP). The proposed RRP-DLBFP technique involves designing a long short-term memory (LSTM) model for the predictive analysis of return rate. In addition, Adam optimizer is applied to optimally adjust the LSTM model’s hyperparameters, consequently increasing the predictive performance. The learning rate of the LSTM model is adjusted using the oppositional glowworm swarm optimization (OGSO) algorithm. The design of the OGSO algorithm to optimize the LSTM hyperparameters for bitcoin return rate prediction shows the novelty of the work. To ensure the supreme performance of the RRP-DLBFP technique, the Ethereum (ETH) return rate is chosen as the target, and the simulation results are investigated in different measures. The simulation outcomes highlighted the supremacy of the RRP-DLBFP technique over the current state of art techniques in terms of diverse evaluation parameters. For the MSE, the proposed RRP-DLBFP has 0.0435 and 0.0655 compared to an average of 0.6139 and 0.723 for compared methods in training and testing, respectively.Noura MetawaMohamemd I. AlghamdiIbrahim M. El-HasnonyMohamed ElhosenyMDPI AGarticleblockchainfinancial productspredictive modeldeep learningAdam optimizerLSTM modelEnvironmental effects of industries and plantsTD194-195Renewable energy sourcesTJ807-830Environmental sciencesGE1-350ENSustainability, Vol 13, Iss 11901, p 11901 (2021)
institution DOAJ
collection DOAJ
language EN
topic blockchain
financial products
predictive model
deep learning
Adam optimizer
LSTM model
Environmental effects of industries and plants
TD194-195
Renewable energy sources
TJ807-830
Environmental sciences
GE1-350
spellingShingle blockchain
financial products
predictive model
deep learning
Adam optimizer
LSTM model
Environmental effects of industries and plants
TD194-195
Renewable energy sources
TJ807-830
Environmental sciences
GE1-350
Noura Metawa
Mohamemd I. Alghamdi
Ibrahim M. El-Hasnony
Mohamed Elhoseny
Return Rate Prediction in Blockchain Financial Products Using Deep Learning
description Recently, bitcoin-based blockchain technologies have received significant interest among investors. They have concentrated on the prediction of return and risk rates of the financial product. So, an automated tool to predict the return rate of bitcoin is needed for financial products. The recently designed machine learning and deep learning models pave the way for the return rate prediction process. In this aspect, this study develops an intelligent return rate predictive approach using deep learning for blockchain financial products (RRP-DLBFP). The proposed RRP-DLBFP technique involves designing a long short-term memory (LSTM) model for the predictive analysis of return rate. In addition, Adam optimizer is applied to optimally adjust the LSTM model’s hyperparameters, consequently increasing the predictive performance. The learning rate of the LSTM model is adjusted using the oppositional glowworm swarm optimization (OGSO) algorithm. The design of the OGSO algorithm to optimize the LSTM hyperparameters for bitcoin return rate prediction shows the novelty of the work. To ensure the supreme performance of the RRP-DLBFP technique, the Ethereum (ETH) return rate is chosen as the target, and the simulation results are investigated in different measures. The simulation outcomes highlighted the supremacy of the RRP-DLBFP technique over the current state of art techniques in terms of diverse evaluation parameters. For the MSE, the proposed RRP-DLBFP has 0.0435 and 0.0655 compared to an average of 0.6139 and 0.723 for compared methods in training and testing, respectively.
format article
author Noura Metawa
Mohamemd I. Alghamdi
Ibrahim M. El-Hasnony
Mohamed Elhoseny
author_facet Noura Metawa
Mohamemd I. Alghamdi
Ibrahim M. El-Hasnony
Mohamed Elhoseny
author_sort Noura Metawa
title Return Rate Prediction in Blockchain Financial Products Using Deep Learning
title_short Return Rate Prediction in Blockchain Financial Products Using Deep Learning
title_full Return Rate Prediction in Blockchain Financial Products Using Deep Learning
title_fullStr Return Rate Prediction in Blockchain Financial Products Using Deep Learning
title_full_unstemmed Return Rate Prediction in Blockchain Financial Products Using Deep Learning
title_sort return rate prediction in blockchain financial products using deep learning
publisher MDPI AG
publishDate 2021
url https://doaj.org/article/a95a273f89b64a72b28d1418838d9cee
work_keys_str_mv AT nourametawa returnratepredictioninblockchainfinancialproductsusingdeeplearning
AT mohamemdialghamdi returnratepredictioninblockchainfinancialproductsusingdeeplearning
AT ibrahimmelhasnony returnratepredictioninblockchainfinancialproductsusingdeeplearning
AT mohamedelhoseny returnratepredictioninblockchainfinancialproductsusingdeeplearning
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