Skip to content
Open access

Feature Engineering for Virtual Currency Price Prediction in Online Games Using a Multiple Linear Regression Approach

· The Indonesian Journal of Computer Science Research · Vol 6, pp. 1-7 · 0 citations

TL;DR

The results show the model follows a general pattern, but its response weakens when price changes occur suddenly, and can be used as companion information to transactions, rather than as price certainty or investment recommendations.

Abstract

Changes in the price of Growtopia's virtual currency can influence players' decisions when buying, selling, or storing items, while price information circulating in the community is often inconsistent. This condition confirms the need for transparent, data-driven predictions. This study aims to predict the prices of World Lock (WL), Diamond Lock (DL), and Blue Gem Lock (BGL) using multiple linear regression. The novelty of the study lies in the application of three separate models with a combination of lag features and cyclic time features, accompanied by chronological data sharing to avoid information leakage. The initial dataset contained 925 daily observations from 2024–2026, while the modeling was limited to 194 data points from 2026 that had a consistent scale. After the formation of Lag_1, Lag_2, Lag_7, Day_Sin, and Day_Cos, 187 complete lines are available, divided into 150 training data and 37 test data. The models were evaluated using MSE, RMSE, MAPE, and R². All three models yield an R² of 0.9318, a MAPE of 2.3191%, as well as a MAPE-based accuracy of 97.6809%. The RMSE is 0.1400 for WL, 14.0017 for DL, and 1,400.1705 for BGL, respectively. As of July 13, 2026, the actual and predicted differences are 0.1743 WL, 17.4286 DL, and 1,742.8648 BGL, respectively. The 123-day recursive prediction yields a final value of 2.8357 WL, 283.5670 DL, and 28,356.6979 BGL. The results show the model follows a general pattern, but its response weakens when price changes occur suddenly. The findings can be used as companion information to transactions, rather than as price certainty or investment recommendations.

Read PDF

Similar papers

Open access Aug 2026

AdvaSell: An AI-Powered Dynamic Pricing System Using Linear Regression for E-Commerce Platforms

The development of dynamic pricing that considers the conditions of the market at the time of purchase has turned out to be one of the major tasks for online stores. In this paper, we present the implementation of AdvaSell, a price prediction system, which is based on linear regression and recommends product prices acc...

Sadeesh S., A. M · 0 citations
Open access Sep 2026

Research and Analysis of Apple Stock Prediction Based on Improved XGBoost Model

An improved XGBoost model for Apple Inc. (AAPL) stock price prediction is proposed, and it is suggested that the optimized gradient boosting framework can provide accurate, interpretable, and efficient solutions for real-time financial forecasting and algorithmic trading.

Yao-Dong Chen · 0 citations
Open access Oct 2026

Stock Asset Pricing Based on the Integration of Multifactor Models and Machine Learning

This study examines whether combining traditional multifactor asset-pricing theory with machine-learning methods can improve the explanation and prediction of U.S. stock returns. The sample comprises ten large U.S.-listed firms across six sectors, with SPY as the market proxy. Monthly returns cover August 2023 through...

Si-Han Qin · 0 citations
Open access Sep 2026

Comparative Analysis of Models for Apple Stock Price Prediction

This study investigates the performance of four forecasting models—ARIMA, XGBoost, Long Short-Term Memory (LSTM), and Transformer)—for Apple Inc. (AAPL) stock price prediction using 20 years of historical daily data from Yahoo Finance.

Qian Cheng · 0 citations
Open access Sep 2026

A Market-Aware Dynamic Trading Strategy Based on Unsupervised Clustering and Reinforcement Learning

The complexity and dynamics of the stock market make traditional absolute price prediction models based on supervised learning face great risks and limitations in practical business applications. This report proposes an innovative Hybrid Deep Reinforcement Learning trading framework to shift the forecast target from st...

Yuan Zhuang · 0 citations
#machine learning Preprint Aug 2026

The Price of Intelligence: A Quality-Adjusted Price Index for AI Services

This paper constructs quality-adjusted price indices for the AI inference market from public data and assembles 21,024 posted-price observations across 3,208 models and 86 providers and joins them to 4,605 benchmark scores through a latent quality index estimated from benchmark response patterns.

L. Zhu · 1 citation

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.