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基于改进的GWO和LSTM的加密货币预测模型OA

Cryptocurrency Prediction Model Based on Improved GWO and LSTM

中文摘要英文摘要

加密货币是一种使用区块链技术的数字交换媒体,具有交易过程安全透明和交易记录不可篡改的优点.虽然加密货币被许多金融机构认可,但其价格的不确定性对投资构成了重大风险,因此加密货币的价格预测成为研究热点.论文提出一种基于GWO、LSTM和注意力机制的加密货币预测模型,使用Attention机制对LSTM模型进行改进,提高了LSTM模型对时序数据的长期依赖的发掘性能从而提高模型的预测精度.论文设计了基于GWO的改进算法IGWO,提高了GWO算法的对网络模型超参数的优化性能.最后使用IGWO算法对LSTM-Attention模型的超参数进行优化,进一步提高模型的预测精度.相比于CNN、RNN、LSTM单一模型,论文提出的模型的预测精度有明显提高.

Cryptocurrency is a digital exchange medium using blockchain technology,which has the advantages of safe and transparent transaction process and immutable transaction records.Although cryptocurrency is recognized by many financial institu-tions,the uncertainty of its price poses a major risk to investment,so the price prediction of cryptocurrency has become a research hotspot.This paper proposes a cryptocurrency prediction model based on GWO,LSTM,and Attention mechanism.This paper uses the Attention mechanism to improve the LSTM model,which improves the mining performance of the long-term dependence of the LSTM model on time series data,thereby improving the prediction accuracy of the model.This paper designs an improved algorithm of GWO,IGWO,to improve the optimization performance of the GWO algorithm for hyperparameters of the network model.Finally,the IGWO algorithm is used to optimize the hyperparameters of LSTM-Attention to further improve the prediction accuracy of the model.Compared with CNN,RNN,LSTM single model,the prediction accuracy of the model proposed in this paper is significantly improved.

许增晖;王保卫;张骏豪;沈露遥

南京信息工程大学软件学院 南京 210044南京信息工程大学计算机学院 南京 210044南京信息工程大学软件学院 南京 210044南京信息工程大学软件学院 南京 210044

信息技术与安全科学

加密货币价格预测灰狼算法长短期记忆网络

cryptocurrencyprice predictionGWOLSTM

《计算机与数字工程》 2026 (4)

923-927,983,6

10.3969/j.issn.1672-9722.2026.04.003

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