Combination of window-sliding and prediction range method based on LSTM model for predicting cryptocurrency

Yifan Yao and Lina Wang

Papers from arXiv.org

Abstract: The present study aims to establish the model of the cryptocurrency price trend based on financial theory using the LSTM model with multiple combinations between the window length and the predicting horizons, the random walk model is also applied with different parameter settings.

Date: 2021-02
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2102.05448 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2102.05448

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().