Cryptocurrency Price Prediction Using LSTM and DragonFly Optimization Algorithm
摘要
The analysis of cryptocurrency markets is a very tough task due to their extreme volatility. Our work presents a hybrid model, using LSTM neural networks combined with the Dragonfly Algorithm, to perform hyper-parameter optimization when predicting cryptocurrency prices. Due to their nature, LSTM models are normally good at modeling time-series dependencies, while DA is intended for use to optimize the hyper-parameters of the model to improve prediction accuracy. We will apply the methodology to a dataset of several cryptocurrencies, preprocessed by features like open, close, high, low, and volume. The hybrid model demonstrates improved performance in predicting price trends compared to traditional methods, making it a potentially effective solution for addressing the challenges faced in predicting cryptocurrency prices.