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

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  • Yifan Yao
  • Lina Wang

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.

Suggested Citation

  • Yifan Yao & Lina Wang, 2021. "Combination of window-sliding and prediction range method based on LSTM model for predicting cryptocurrency," Papers 2102.05448, arXiv.org.
  • Handle: RePEc:arx:papers:2102.05448
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    File URL: http://arxiv.org/pdf/2102.05448
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