Enhanced GRU Framework for Correlation Analysis of Cryptocurrency Market

Bitcoin has recently received considerable interests in fields of economy and cryptography. In this study, we proposed Enhanced GRU Framework for Correlation Analysis of Cryptocurrency Market. We selected 8 cryptocurrencies... [ view full abstract ]

Bitcoin has recently received considerable interests in fields of economy and cryptography. In this study, we proposed Enhanced GRU Framework for Correlation Analysis of Cryptocurrency Market. We selected 8 cryptocurrencies to conduct a correlation analysis between input features. We visualized the correlation between the eight altcoins using the proposed model by applying new learning method. We have shown that the proposed model is learned to better represent the relationship of higher-order time series data.