CRYPTOCURRENCY PRICE ANALYSIS USING AI

Abstract

Cryptocurrency is one of the famous financial state in all over the world which
cause several type of risks that effect on the intrinsic assessment of risk auditors. From
the beginning the growth of cryptocurrency gives the financial business with the wide
risk in term of presentation of money laundering. In the institution of financial supports
such as anti-money laundering, banks and secrecy of banks proceed as a specialist of
risk, manager of bank and officer of compliance which has a provocation for the related
transaction through cryptocurrency and the users who hide the illegal funds.In this study,
the Hierarchical Risk Parity and unsupervised machine learning applied on the
cryptocurrency framework. The process of professional accounting in term of inherent
risk connected with cryptocurrency regarding the occurrence likelihood and statement
of financial impact. Determining cryptocurrency risks comprehended to have a high
rate of occurrence likelihood and the access of private key which is unauthorized. The
professional cryptocurrency experience in transaction cause the lower risk comparing
the less experienced one. The Hierarchical Risk Parity gives the better output in term
of returning the adjusted risk tail to get the better risk management result.The result
section shows the proposed model is robust to various intervals which are re-balanced
and the co-variance window estimation.