Forecasting bitcoin prices: ARIMA vs LSTM

Bitcoin has recently received special attention in economics and finance as the most popular blockchain technology. This dissertation aims to discuss whether newly machine-leaning models perform better than traditional models in forecasting. Particularly, this study compares the accuracy of the pred...

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Bibliographic Details
Main Author: Mendes, João Filipe Batista (author)
Format: masterThesis
Language:eng
Published: 2020
Subjects:
Online Access:http://hdl.handle.net/10071/19724
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/19724