Prediction of Cryptocurrency Prices with ARIMA and Artificial Neural Network Models

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JOEEP: Journal of Emerging Economies and Policy
Cilt: 10 Sayı: 1
Prediction of Cryptocurrency Prices with ARIMA and Artificial Neural Network Models

Prediction of Cryptocurrency Prices with ARIMA and Artificial Neural Network Models

Authors : Serap Yörübulut, Emre Yilmaz

Pages : 298-311

View : 115 | Download : 131

Publication Date : 2025-06-30

Article Type : Research Paper

Abstract :The rapid growth, volatility and indicators of the cryptocurrency market provide important opportunities for information, but also pose some risks. Therefore; Accurate prediction of cryptocurrency prices is critical for investment decisions to be made in a more reliable and secure manner. However; In order for the cryptocurrency to gain greater importance in terms of price prediction, to ensure healthier investments. Comparisons of ARIMA and Artificial Neural Network models are made in predicting the prices of Bitcoin and Ethereum, which are among these successful basic cryptocurrencies. Within the scope of the study, daily price data for Bitcoin and Ethereum obtained between April 1, 2016 and March 1, 2024 were used to determine under which conditions the cryptocurrency of these two models could be predicted better. Despite the high performance volatility of the obtained models, cryptocurrencies with opposite characteristics can be found in both models under certain market conditions. In particular, the prediction models obtained with ANN offer important findings for a better understanding of price movements in cryptocurrencies and for effective investment decisions to be made in this area.
Keywords : Kripto Para Fiyat Tahmini, ARIMA Modeli, Yapay Sinir Ağları, Kripto Para Piyasası

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