Application of Game Theory, Fuzzy Logic and Neural Networks for Assessing Risks and Forecasting Rates of Digital Currency

Bebeshko, B. and Malyukov, V. and Lakhno, M. and Skladannyi, Pavlo and Sokolov, Volodymyr and Shevchenko, Svitlana and Zhumadilova, M. (2022) Application of Game Theory, Fuzzy Logic and Neural Networks for Assessing Risks and Forecasting Rates of Digital Currency Journal of Theoretical and Applied Information Technology, 100 (24). pp. 7390-7404. ISSN 1817-3195

[thumbnail of B_Bebeshko_B_Malyukov_M_Skladannyi_P_Sokolov_ta_in_Jatit_100_24_FITM.pdf] Text
B_Bebeshko_B_Malyukov_M_Skladannyi_P_Sokolov_ta_in_Jatit_100_24_FITM.pdf

Download (1MB)

Abstract

In this scientific work is aimed to obtain mathematical tools for solving the problem of finding optimal investment strategies in digital cryptocurrencies (hereinafter referred to as the CX) or a CX set from the side of investor/investors were proposed. The solution was found on the basis of the application of the games theory, the theory of fuzzy sets and artificial neural networks (ANN). The developed model, which allows one to obtain an algorithm for the success forecast assessment of the investment procedure in the CX by the investor, which can be then implemented in one of the modules of the intellectual information system for the CX rates forecasting. The scientific novelty of the results is that for the first time to solve the problem of the CX market evaluation in the context of the CX investment problem, gaming approaches based on solving a bilinear quality game in fuzzy production, as well as ANN were used.

Item Type: Article
Uncontrolled Keywords: Digital Cryptocurrency; Forecasting; Fuzzy Logic; Games Theory; Neural Networks
Subjects: Це архівна тематика Київського університету імені Бориса Грінченка > Статті у наукометричних базах > Scopus
Divisions: Це архівні підрозділи Київського університету імені Бориса Грінченка > Факультет інформаційних технологій та математики > Кафедра інформаційної та кібернетичної безпеки імені професора Володимира Бурячка
Depositing User: Павло Миколайович Складанний
Date Deposited: 17 Jul 2023 06:45
Last Modified: 17 Jul 2023 06:45
URI: https://elibrary.kubg.edu.ua/id/eprint/43768

Actions (login required)

View Item View Item