Bio-inspired spiking recurrent networks with evolutionary optimization for non-stationary cryptocurrency forecastingWalugembe, Francis Noah (Avtor) Wielgosz, Maciej (Avtor) Mertik, Matej (Avtor) Gams, Matjaž (Avtor) cryptocurrencybitcointime-series forecastingForecasting cryptocurrency prices remains difficult because market dynamics are highly volatile, non-stationary, and regime-dependent. This study investigates whether combining a spiking-inspired recurrent architecture with the Grey Wolf Optimizer (GWO) can improve one-step-ahead Bitcoin forecasting within a controlled model family. We compare four configurations, LSTM, SLSTM, GWO-LSTM, and GWO-SLSTM, on 4039 daily BTC–USD closing prices from 17 September 2014 to 9 October 2025 using Min–Max normalization, strict chronological splitting, windowed regime-based robustness analysis across three distinct market regimes, and repeated-run testing. The proposed SLSTM replaces the conventional hidden-state recurrence with leaky integrate-and-fire-inspired synaptic, membrane, and adaptive-threshold dynamics, functioning as a spiking-inspired recurrent model with thresholded event gating (reset = `none’, learnable threshold). On the primary hold-out split, GWO-SLSTM achieved a test RMSE of 1840.97 and a test MAPE of 1.76%, compared with 2217.24 and 2.46% for GWO-LSTM, 3501.48 and 3.86% for SLSTM, and 4030.10 and 4.40% for LSTM. Both GWO-optimized models exhibited substantial improvements over their non-optimized counterparts, while the SLSTM baseline also outperformed the plain LSTM, indicating gains from both spiking-inspired recurrence and evolutionary hyperparameter optimization. Both optimized models exhibited near-zero bias (PBIAS 0.11% for GWO-LSTM and 0.36% for GWO-SLSTM). Within the present implementation, GWO-SLSTM also trained faster than GWO-LSTM (39.71 s vs. 137.28 s), although this runtime difference should be interpreted as setup-specific because the model families were implemented in different frameworks and stopped after different numbers of epochs. Overall, within the expanded univariate BTC–USD setting, the results support GWO-SLSTM as a strong within-family candidate for one-step-ahead forecasting under non-stationary conditions.MDPI20262026-07-03 11:30:08Neznano30786UDK: 004.8ISSN pri članku: 2504-2289DOI: 10.3390/bdcc10070200COBISS_ID: 283359491Švicasl© 2026 by the authors.