Teburin Abubuwan Ciki
1. Gabatarwa
Kudaden sirri sun zama muhimman kadarori a cikin tsarin kuɗi na duniya, suna ba da sabon tsari don ma'amalar dijital. Halayensu na rashin tsari da yuwuwar samun riba mai yawa sun ja hankalin masu saka hannun jari, masu bincike, da cibiyoyin kuɗi. Duk da haka, kasuwar kuɗaɗen sirri tana nuna halaye na musamman waɗanda ke gabatar da ƙalubale ga hanyoyin bincike na kuɗi na al'ada da na hasashen gaba.
Wannan binciken yana nazarin manyan kuɗaɗen sirri guda biyar: Litecoin (LTC-USD), Binance Coin (BNB-USD), Bitcoin (BTC-USD), XRP (XRP-USD), da Ethereum (ETH-USD) a cikin tsawon lokaci. Binciken yana nufin ba da cikakkiyar fahimta game da fasalulluka masu ƙarfi na kuɗaɗen sirri da kuma bincika yuwuwar hasashensu a cikin mahallin da bai dace ba.
2. Hanyar Bincike
2.1 Ma'aunin Sarƙaƙiya
Binciken yana amfani da ingantattun ma'auni na sarƙaƙiya ciki har da Permutation Entropy da filin dalili na Complexity-Entropy (CH-plane) don tantance bazuwar da yuwuwar hasashen jerin lokaci na kuɗaɗen sirri. Ana ƙididdige Permutation Entropy kamar haka:
$H_p = -\sum_{i=1}^{n!} p(\pi_i) \log p(\pi_i)$
inda $p(\pi_i)$ ke wakiltar rarraba yuwuwar tsarin tsari. Binciken CH-plane yana ba da wakilci mai girma biyu na sarƙaƙiyar jerin lokaci, yana kwatanta bayanan kuɗaɗen sirri da ma'aunin amo da sautin launi.
2.2 Tsare-tsaren Hasashen Gaba
Binciken yana kimanta hanyoyin hasashen gaba da yawa:
- Tsarin Ƙididdiga: Tsare-tsare marasa hankali, ARIMA
- Injinan Koyo: Tsarin XGBoost
- Zurfin Koyo: Tsarin N-BEATS
Ana kwatanta tsare-tsaren a cikin wurare daban-daban na hasashen gaba da tagogin lokaci ta amfani da ma'auni na daidaito ciki har da Kuskuren Maɗaukaki Matsakaici (MAE) da Tushen Matsakaicin Kuskuren Square (RMSE).
Kudaden Sirri da aka Bincika
Manyan Kudaden Sirri 5
Lokacin Lokaci
Ƙarin Bayanan Tarihi
Tsare-tsaren da aka Kimanta
Hanyoyin Hasashen Gaba 10+
3. Sakamakon Gwaji
3.1 Binciken Sarƙaƙiya
Binciken filin dalili na Complexity-Entropy ya nuna cewa jerin lokaci na kuɗaɗen sirri suna nuna halaye masu kama da amo na Brownian. Ƙimar permutation entropy na duk kuɗaɗen sirri guda biyar sun faɗo cikin kewayon da ya saba wa hanyoyin bazuwar, yana nuna matakan bazuwar.
Hoto na 1: Filin Dalili na Complexity-Entropy
Nunin yana nuna jerin lokaci na kuɗaɗen sirri suna taruwa kusa da yankin amo na Brownian, suna nuna yanayinsu na bazuwar da ƙayyadaddun tsari.
3.2 Aikin Hasashen Gaba
Abin lura shi ne, mafi sauƙin tsare-tsare sun ci gaba da fifita hanyoyin injinan koyo masu sarƙaƙiya da na zurfin koyo. Tsare-tsare marasa hankali sun sami mafi kyawun daidaiton hasashen gaba a cikin wurare daban-daban, yana nuna cewa hasashen tafiya mara tsari ya fi dacewa ga farashin kuɗaɗen sirri.
Muhimman Bincike:
- Tsare-tsare marasa hankali sun fi ARIMA da kashi 15-20% a cikin RMSE
- XGBoost ya nuna kuskure mai kashi 25-30% fiye da hanyoyin marasa hankali
- Tsarin zurfin koyo na N-BEATS bai yi aiki ba da kashi 35-40%
- Sakamakon ya yi daidai a duk kuɗaɗen sirri guda biyar
Muhimman Fahimta
- Jerin lokaci na kuɗaɗen sirri suna nuna halayen motsi na Brownian
- Ma'aunin sarƙaƙiya ya tabbatar da matakan bazuwar
- Sauƙaƙan tsare-tsaren hasashen gaba sun fi na'urorin koyo masu sarƙaƙiya
- Ingantacciyar kasuwa ta bayyana a kasuwannin kuɗaɗen sirri
4. Aiwar Fasaha
Misalin Code: Ƙididdigar Permutation Entropy
import numpy as np
from scipy import stats
def permutation_entropy(time_series, m, delay):
"""Calculate permutation entropy of a time series"""
n = len(time_series)
permutations = []
for i in range(n - (m - 1) * delay):
# Extract embedded vector
vector = time_series[i:i + m * delay:delay]
# Get permutation pattern
pattern = tuple(np.argsort(vector))
permutations.append(pattern)
# Calculate probability distribution
unique, counts = np.unique(permutations, return_counts=True)
probabilities = counts / len(permutations)
# Calculate entropy
entropy = stats.entropy(probabilities)
return entropy
# Example usage
btc_prices = [32000, 32500, 31800, 32200, 31900] # Sample data
pe_value = permutation_entropy(btc_prices, m=3, delay=1)
print(f"Permutation Entropy: {pe_value:.4f}")Tsarin Lissafi
Binciken yana amfani da Ma'aunin Bayanin Fisher (FIM) haɗe da permutation entropy don ƙirƙirar filin sarƙaƙiya-entropy:
$C = H_p \cdot Q$
inda $Q$ ke wakiltar ɓangaren FIM wanda ke ƙididdige tsarin tsari na jerin lokaci.
5. Ayyuka na Gaba
Binciken yana da muhimman tasiri ga ci gaban fasahar kuɗi da dabarun sarrafa haɗari. Hanyoyin bincike na gaba sun haɗa da:
- Bincike Mai Yawa: Haɗa abubuwan waje kamar ra'ayin kafofin watsa labarai da sanarwar ƙa'idoji
- Bayanan Mita Mai Girma: Aiwatar da ma'aunin sarƙaƙiya ga bayanan ciniki na cikin rana
- Ingantaccen Fayil: Amfani da ma'aunin sarƙaƙiya don gina fayil ɗin da aka daidaita haɗari
- Aiwatar da Ka'idoji: Haɓaka tsarin faɗakarwa don gano magudi kasuwa
- Binciken Kashi na Kashi: Kwatanta sarƙaƙiyar kuɗaɗen sirri da kayan aikin kuɗi na al'ada
Bincike na Asali
Wannan cikakken binciken yana ba da shaida mai ƙarfi ga rashin iya hasashen kasuwannin kuɗaɗen sirri ta hanyar ingantaccen bincike na sarƙaƙiya da gwaje-gwajen hasashen gaba. Binciken ya nuna cewa jerin lokaci na kuɗaɗen sirri suna nuna halaye masu kama da motsi na Brownian, tare da ƙimar permutation entropy da ke nuna matakan bazuwar. Wannan binciken ya yi daidai da Hasashen Kasuwa Mai Inganci, yana nuna cewa farashin kuɗaɗen sirri yana ɗaukar bayanan da ake da su cikin sauri, yana sa nasara ta dindindin ta hanyar binciken fasaha ya zama mai kalubale.
Mafi girman sakamako shi ne ci gaba da fifita tsare-tsaren hasashen gaba marasa hankali akan na'urorin koyo masu sarƙaƙiya da na zurfin koyo. Wannan abin al'ajabi yana maimaita binciken da aka samu a cikin wallafe-wallafen kuɗi na al'ada, inda sauƙaƙan tsare-tsare sukan fi na sarƙaƙiya a cikin kasuwanni masu inganci. Kamar yadda aka lura a cikin aikin farko na Fama (1970) kan ingantacciyar kasuwa, farashin a cikin kasuwanni masu inganci yana bin tafiya mara tsari, yana sa hasashe ya zama mai wahala sosai. Binciken na yanzu ya ƙaddamar da wannan ka'ida zuwa kasuwannin kuɗaɗen sirri, duk da sabonsu da kuma rashin ingancin da ake ganinsu.
Ta fuskar fasaha, aiwatar da permutation entropy da filin dalili na Complexity-Entropy yana wakiltar ingantacciyar hanya don ƙididdige bazuwar kasuwa. An yi amfani da irin wannan dabarun cikin nasara a cikin binciken jerin lokaci na ilimin halitta da kimiyyar yanayi, kamar yadda aka nuna a binciken daga Cibiyar Santa Fe kan tsarin sarƙaƙiya. Ƙaƙƙarfan hanyar bincike a cikin wannan binciken yana ba da samfuri don binciken jerin lokaci na kuɗi na gaba.
Tasirin aiki yana da mahimmanci ga duka masu saka hannun jari da masu tsara ka'idoji. Ga masu saka hannun jari, sakamakon yana nuna cewa sauƙaƙan dabarun bin yanayi na iya zama mafi tasiri fiye da tsare-tsaren hasashen gaba masu sarƙaƙiya, yana iya rage farashin lissafi da haɗarin samfuri. Ga masu tsara ka'idoji, fahimtar ainihin bazuwar waɗannan kasuwanni na iya ba da sanarwar yanke shawara game da sa ido kan kasuwa da kare masu saka hannun jari.
Bincike na gaba ya kamata ya bincika hanyoyin da suka haɗa da abubuwan waje kamar ra'ayin kafofin watsa labarai, kamar yadda binciken kwanan nan daga MIT Media Lab ya nuna akan yanayin kasuwar kuɗaɗen sirri. Bugu da ƙari, aiwatar da waɗannan ma'aunin sarƙaƙiya ga ka'idojin kuɗi marasa tsari (DeFi) da kasuwannin alamar mara iya canzawa (NFT) na iya bayyana mahimman fahimta game da sassa daban-daban na tsarin kadarorin dijital.
6. Bayanan Kafa
- Fama, E. F. (1970). Ingantattun Kasuwannin Jari: Nazarin Ka'ida da Aikin Kwarewa. Jaridar Kuɗi.
- Bandt, C., & Pompe, B. (2002). Permutation Entropy: Ma'aunin Sarƙaƙiya na Halitta don Jerin Lokaci. Mujallar Fizika.
- Oreshkin, B. N., et al. (2020). N-BEATS: Bude tushen jijiya don hasashen jerin lokaci mai fassara. ICLR.
- Chen, T., & Guestrin, C. (2016). XGBoost: Tsarin Haɓaka Bishiya Mai Girma. KDD.
- Cibiyar Santa Fe. (2019). Ma'aunin Sarƙaƙiya a Kasuwannin Kuɗi.
- MIT Media Lab. (2023). Bayanin Binciken Shirin Kuɗin Dijital.
- Zhu, J. Y., et al. (2017). Fassarar Hotuna-zuwa-Hoto mara Haɗin gwiwa ta amfani da Cibiyoyin Adawa na Zagayowar. ICCV.
Ƙarshe
Wannan binciken yana ba da cikakkiyar shaida ga rashin iya hasashen kasuwannin kuɗaɗen sirri ta hanyar ingantaccen bincike na sarƙaƙiya da faɗaɗa gwaje-gwajen hasashen gaba. Binciken ya ƙalubalanci tasirin tsare-tsaren hasashen gaba masu sarƙaƙiya a cikin waɗannan kasuwanni kuma yana nuna buƙatar sake tantance hanyoyin hasashen gaba a cikin mahallin kuɗi masu bazuwar.