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Forecasting Cryptocurrency Prices using Machine Learning

Chaudhari, Ashwini (2020) Forecasting Cryptocurrency Prices using Machine Learning. Masters thesis, Dublin, National College of Ireland.

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Blockchain and cryptocurrencies have risen to popularity in the recent years to a great extent due to its increasing trading volumes and huge capitalization in the market. These cryptocurrencies are being used not only for trading but are being accepted for monetary transactions as well these days. As the prices fluctuate and return on investment increases investors, traders and general public are showing increased interest towards bitcoin and altcoins. This research focuses on implementing forecasting models that will return accurate price predictions for cryptocurrencies. Prices for Bitcoin, Ethereum and Litecoin are predicted using the traditional forecasting model for timeseries ARIMA, the Prophet Model and deep learning algorithm LSTM. The results of the three models were evaluated and the LSTM Model was found to outperform the Prophet as well as the ARIMA model.

Item Type: Thesis (Masters)
Subjects: Q Science > QA Mathematics > Electronic computers. Computer science
T Technology > T Technology (General) > Information Technology > Electronic computers. Computer science
Q Science > QA Mathematics > Computer software
T Technology > T Technology (General) > Information Technology > Computer software
H Social Sciences > HG Finance > Money
Divisions: School of Computing > Master of Science in Data Analytics
Depositing User: Dan English
Date Deposited: 11 Jun 2020 11:02
Last Modified: 11 Jun 2020 11:02

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