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Evaluating COVID 19 Feature Contributions to Bitcoin Return Forecasting: Methodology Based on LightGBM and Genetic Optimization
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研究提出一种结合LightGBM回归模型和遗传算法的方法,评估COVID-19相关指标对比特币回报预测的贡献,结果显示COVID-19指标显著提升了预测准确度,尤其是对极端市场波动的捕捉。

arXiv:2508.00078v1 Announce Type: cross Abstract: This study proposes a novel methodological framework integrating a LightGBM regression model and genetic algorithm (GA) optimization to systematically evaluate the contribution of COVID-19-related indicators to Bitcoin return prediction. The primary objective was not merely to forecast Bitcoin returns but rather to determine whether including pandemic-related health data significantly enhances prediction accuracy. A comprehensive dataset comprising daily Bitcoin returns and COVID-19 metrics (vaccination rates, hospitalizations, testing statistics) was constructed. Predictive models, trained with and without COVID-19 features, were optimized using GA over 31 independent runs, allowing robust statistical assessment. Performance metrics (R2, RMSE, MAE) were statistically compared through distribution overlaps and Mann-Whitney U tests. Permutation Feature Importance (PFI) analysis quantified individual feature contributions. Results indicate that COVID-19 indicators significantly improved model performance, particularly in capturing extreme market fluctuations (R2 increased by 40%, RMSE decreased by 2%, both highly significant statistically). Among COVID-19 features, vaccination metrics, especially the 75th percentile of fully vaccinated individuals, emerged as dominant predictors. The proposed methodology extends existing financial analytics tools by incorporating public health signals, providing investors and policymakers with refined indicators to navigate market uncertainty during systemic crises.

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比特币 LightGBM 遗传算法 COVID-19 预测模型
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