LSTM Model to Forecasting Bitcoin:  Internal and External Determinants

Sihua Kang

Proceedings of the 3rd International Conference on Big Data Economy and Digital Management, BDEDM 2024, January 12–14, 2024, Ningbo, China

Research Article

LSTM Model to Forecasting Bitcoin: Internal and External Determinants

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Cite: BibTeX Plain Text

@INPROCEEDINGS{10.4108/eai.12-1-2024.2347245,
    author={Sihua  Kang},
    title={LSTM Model to Forecasting Bitcoin:  Internal and External Determinants},
    proceedings={Proceedings of the 3rd International Conference on Big Data Economy and Digital Management, BDEDM 2024, January 12--14, 2024, Ningbo, China},
    publisher={EAI},
    proceedings_a={BDEDM},
    year={2024},
    month={6},
    keywords={lstm bitcoin forecasting},
    doi={10.4108/eai.12-1-2024.2347245}
}

Sihua Kang
Year: 2024
LSTM Model to Forecasting Bitcoin: Internal and External Determinants
BDEDM
EAI
DOI: 10.4108/eai.12-1-2024.2347245

Sihua Kang¹^,*

1: the Virginia Polytechnic Institute and State University

*Contact email: sihua.kang0824@gmail.com

Abstract

The stock market is difficult for prediction, because of its complexity and randomness. Bitcoin, as the new favorite of stock market, grabs much attention. This article aims to apply the LSTM model for Bitcoin prediction, using multiple financial indices as features of LSTM to find out the relationship between the timestep and the performance. Compare the performance of different models to improve the accuracy of prediction.

Keywords: lstm bitcoin forecasting

Published: 2024-06-18
Publisher: EAI

: http://dx.doi.org/10.4108/eai.12-1-2024.2347245

LSTM Model to Forecasting Bitcoin: Internal and External Determinants

Abstract

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