Comparative Performance of LSTM and ARIMA for the Short-Term Prediction of Bitcoin Prices

Comparative Performance of LSTM and ARIMA for the Short-Term Prediction of Bitcoin Prices

This research assesses the prediction of Bitcoin prices using the autoregressive integrated moving average (ARIMA) and long-short-term memory (LSTM) models. We forecast the price of Bitcoin for the following day using the static forecast method, with and without reestimating the forecast model at...

Full description

Bibliographic Details
Main Authors: Navmeen Latif, Joseph Durai Selvam, Manohar Kapse, Vinod Sharma, Vaishali Mahajan
Format: Article
Language:English
Published: University of Wollongong 2023-02-01
Series:Australasian Accounting, Business and Finance Journal
Subjects:
bitcoin
arima
lstm
mape
Online Access:https://ro.uow.edu.au/aabfj/vol17/iss1/16/

Internet

https://ro.uow.edu.au/aabfj/vol17/iss1/16/

Similar Items