{"id":"https://openalex.org/W3002992522","doi":"https://doi.org/10.1109/besc48373.2019.8963009","title":"Comparative study of Bitcoin price prediction using WaveNets, Recurrent Neural Networks and other Machine Learning Methods","display_name":"Comparative study of Bitcoin price prediction using WaveNets, Recurrent Neural Networks and other Machine Learning Methods","publication_year":2019,"publication_date":"2019-10-01","ids":{"openalex":"https://openalex.org/W3002992522","doi":"https://doi.org/10.1109/besc48373.2019.8963009","mag":"3002992522"},"language":"en","primary_location":{"id":"doi:10.1109/besc48373.2019.8963009","is_oa":false,"landing_page_url":"https://doi.org/10.1109/besc48373.2019.8963009","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 6th International Conference on Behavioral, Economic and Socio-Cultural Computing (BESC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5072900947","display_name":"Leonardo Kanashiro Felizardo","orcid":"https://orcid.org/0000-0002-2871-860X"},"institutions":[{"id":"https://openalex.org/I4210135667","display_name":"Xian Mechanical & Electric Institute (China)","ror":"https://ror.org/04d9wma96","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210135667"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Leonardo Felizardo","raw_affiliation_strings":["Escola Poli&#x00E9;cnica, Universidade de s&#x00E3;o Paulo,S&#x00E3;o Paulo,Brazil","Escola Poli\u00e9cnica, Universidade de s\u00e3o Paulo, S\u00e3o Paulo, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Escola Poli&#x00E9;cnica, Universidade de s&#x00E3;o Paulo,S&#x00E3;o Paulo,Brazil","institution_ids":["https://openalex.org/I4210135667"]},{"raw_affiliation_string":"Escola Poli\u00e9cnica, Universidade de s\u00e3o Paulo, S\u00e3o Paulo, Brazil","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5057850528","display_name":"Roberth Oliveira","orcid":null},"institutions":[{"id":"https://openalex.org/I4210135667","display_name":"Xian Mechanical & Electric Institute (China)","ror":"https://ror.org/04d9wma96","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210135667"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Roberth Oliveira","raw_affiliation_strings":["Escola Poli&#x00E9;cnica, Universidade de s&#x00E3;o Paulo,S&#x00E3;o Paulo,Brazil","Escola Poli\u00e9cnica, Universidade de s\u00e3o Paulo, S\u00e3o Paulo, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Escola Poli&#x00E9;cnica, Universidade de s&#x00E3;o Paulo,S&#x00E3;o Paulo,Brazil","institution_ids":["https://openalex.org/I4210135667"]},{"raw_affiliation_string":"Escola Poli\u00e9cnica, Universidade de s\u00e3o Paulo, S\u00e3o Paulo, Brazil","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5075798143","display_name":"Emilio Del-Moral-Hernandez","orcid":"https://orcid.org/0000-0003-4554-168X"},"institutions":[{"id":"https://openalex.org/I4210135667","display_name":"Xian Mechanical & Electric Institute (China)","ror":"https://ror.org/04d9wma96","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210135667"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Emilio Del-Moral-Hernandez","raw_affiliation_strings":["Escola Poli&#x00E9;cnica, Universidade de s&#x00E3;o Paulo,S&#x00E3;o Paulo,Brazil","Escola Poli\u00e9cnica, Universidade de s\u00e3o Paulo, S\u00e3o Paulo, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Escola Poli&#x00E9;cnica, Universidade de s&#x00E3;o Paulo,S&#x00E3;o Paulo,Brazil","institution_ids":["https://openalex.org/I4210135667"]},{"raw_affiliation_string":"Escola Poli\u00e9cnica, Universidade de s\u00e3o Paulo, S\u00e3o Paulo, Brazil","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5006532598","display_name":"F\u00e1bio Gagliardi Cozman","orcid":"https://orcid.org/0000-0003-4077-4935"},"institutions":[{"id":"https://openalex.org/I4210135667","display_name":"Xian Mechanical & Electric Institute (China)","ror":"https://ror.org/04d9wma96","country_code":"CN","type":"company","lineage":["https://openalex.org/I4210135667"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Fabio Cozman","raw_affiliation_strings":["Escola Poli&#x00E9;cnica, Universidade de s&#x00E3;o Paulo,S&#x00E3;o Paulo,Brazil","Escola Poli\u00e9cnica, Universidade de s\u00e3o Paulo, S\u00e3o Paulo, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Escola Poli&#x00E9;cnica, Universidade de s&#x00E3;o Paulo,S&#x00E3;o Paulo,Brazil","institution_ids":["https://openalex.org/I4210135667"]},{"raw_affiliation_string":"Escola Poli\u00e9cnica, Universidade de s\u00e3o Paulo, S\u00e3o Paulo, Brazil","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I4210135667"],"apc_list":null,"apc_paid":null,"fwci":4.3224,"has_fulltext":false,"cited_by_count":34,"citation_normalized_percentile":{"value":0.94482317,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9754999876022339,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T14319","display_name":"Currency Recognition and Detection","score":0.9714000225067139,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7360275983810425},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6652260422706604},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.5200549960136414},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.514542281627655}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7360275983810425},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6652260422706604},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.5200549960136414},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.514542281627655}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/besc48373.2019.8963009","is_oa":false,"landing_page_url":"https://doi.org/10.1109/besc48373.2019.8963009","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 6th International Conference on Behavioral, Economic and Socio-Cultural Computing (BESC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W1522301498","https://openalex.org/W1554944419","https://openalex.org/W2091374137","https://openalex.org/W2097998348","https://openalex.org/W2101926813","https://openalex.org/W2117731089","https://openalex.org/W2124005542","https://openalex.org/W2124776405","https://openalex.org/W2129018774","https://openalex.org/W2140190241","https://openalex.org/W2158663270","https://openalex.org/W2164096571","https://openalex.org/W2171033594","https://openalex.org/W2255466643","https://openalex.org/W2313953460","https://openalex.org/W2519091744","https://openalex.org/W2576201845","https://openalex.org/W2588466836","https://openalex.org/W2734986640","https://openalex.org/W2735895797","https://openalex.org/W2774513877","https://openalex.org/W2785770483","https://openalex.org/W2789364533","https://openalex.org/W2796929742","https://openalex.org/W2799024472","https://openalex.org/W2911964244","https://openalex.org/W2964121744","https://openalex.org/W3125589452","https://openalex.org/W3204616723","https://openalex.org/W4253708194","https://openalex.org/W4295011194","https://openalex.org/W6674385629","https://openalex.org/W6683915272","https://openalex.org/W6691840795"],"related_works":["https://openalex.org/W2961085424","https://openalex.org/W4306674287","https://openalex.org/W3046775127","https://openalex.org/W3107602296","https://openalex.org/W3170094116","https://openalex.org/W4386462264","https://openalex.org/W4364306694","https://openalex.org/W4312192474","https://openalex.org/W4283697347","https://openalex.org/W4210805261"],"abstract_inverted_index":{"Forecasting":[0],"time":[1,80],"series":[2,81],"data":[3],"is":[4],"an":[5],"important":[6],"subject":[7],"in":[8,52],"economics,":[9],"business,":[10],"and":[11,31,58,67,102],"finance.":[12],"Traditionally,":[13],"there":[14],"are":[15],"several":[16],"techniques":[17],"such":[18,69,88],"as":[19,70,89],"univariate":[20,23],"Autoregressive":[21,34],"(AR),":[22],"Moving":[24,36],"Average":[25,37],"(MA),":[26],"Simple":[27],"Exponential":[28],"Smoothing":[29],"(SES),":[30],"more":[32,59,62],"notably":[33],"Integrated":[35],"(ARIMA)":[38],"with":[39,48],"their":[40],"many":[41],"variations":[42],"that":[43],"can":[44],"effectively":[45],"forecast.":[46],"However,":[47],"the":[49,53,106],"recent":[50],"advancement":[51],"computational":[54],"capacity":[55],"of":[56,109],"computers":[57],"importantly":[60],"developing":[61],"advanced":[63],"machine":[64],"learning":[65],"algorithms":[66,74],"approaches":[68],"deep":[71],"learning,":[72],"new":[73],"have":[75],"been":[76],"developed":[77],"to":[78],"forecast":[79],"data.":[82],"This":[83],"article":[84],"compares":[85],"different":[86],"methodologies":[87],"ARIMA,":[90],"Random":[91],"Forest":[92],"(RF),":[93],"Support":[94],"Vector":[95],"Machine":[96],"(SVM),":[97],"Long":[98],"Short-Term":[99],"Memory":[100],"(LSTM)":[101],"WaveNets":[103],"for":[104],"estimating":[105],"future":[107],"price":[108],"Bitcoin.":[110]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":10},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":5},{"year":2016,"cited_by_count":1}],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2025-10-10T00:00:00"}
