An interpretable decision-support systems for daily cryptocurrency trading

作者：

Highlights：

• A short-term Bitcoin price prediction system is developed.

• A three-level feature selection approach is proposed.

• A parsimonious, transparent, and interpretable prediction model is constructed.

• The system is tested for viability on challenging time period like the COVID-19 era.

• The proposed prediction system provided a high level of accuracy, sensitivity, and specificity.

摘要

•A short-term Bitcoin price prediction system is developed.•A three-level feature selection approach is proposed.•A parsimonious, transparent, and interpretable prediction model is constructed.•The system is tested for viability on challenging time period like the COVID-19 era.•The proposed prediction system provided a high level of accuracy, sensitivity, and specificity.

论文关键词：Cryptocurrency,Bitcoin,Price prediction,Predictive analytics,Machine learning,C&RT,Decision support systems

论文评审过程：Received 18 November 2021, Revised 26 January 2022, Accepted 25 April 2022, Available online 2 May 2022, Version of Record 10 May 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.117409