Application of Game Theory, Fuzzy Logic and Neural Networks for Assessing Risks and Forecasting Rates of Digital Currency - volodymyr-sokolov/publications GitHub Wiki
Article
Bohdan Bebeshko 
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Volodymyr Malyukov ,
Miroslav Lakhno ,
Pavlo Skladannyi ,
Volodymyr Sokolov ,
Svitlana Shevchenko ,
Mereke Zhumadilova
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.
Digital Cryptocurrency; Forecasting; Fuzzy Logic; Games Theory; Neural Networks
Decision-Making; Expert System; Cybersecurity
First Online: 31 December 2022
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EID: 2-s2.0-85145479763 (Q4)
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- KUBG: 43768
Bebeshko, B., Malyukov, V., Lakhno, M., Skladannyi, P., Sokolov, V., Shevchenko, S., & Zhumadilova, M. (2022). Application of Game Theory, Fuzzy Logic and Neural Networks for Assessing Risks and Forecasting Rates of Digital Currency. In Journal of Theoretical and Applied Information Technology (Vol. 100, Issue 24, pp. 7390–7404).
B. Bebeshko, V. Malyukov, M. Lakhno, P. Skladannyi, V. Sokolov, S. Shevchenko, and M. Zhumadilova, “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, vol. 100, no. 24, pp. 7390–7404, 2022.
B. Bebeshko, et al., Application of Game Theory, Fuzzy Logic and Neural Networks for Assessing Risks and Forecasting Rates of Digital Currency, J. Theor. Appl. Inf. Technol. 100(24) (2022) 7390–7404.