English

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

Statistical Finance 2021-02-11 v1

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.

Keywords

Cite

@article{arxiv.2102.05448,
  title  = {Combination of window-sliding and prediction range method based on LSTM model for predicting cryptocurrency},
  author = {Yifan Yao and Lina Wang},
  journal= {arXiv preprint arXiv:2102.05448},
  year   = {2021}
}

Comments

30 pages,23 figures

R2 v1 2026-06-23T23:01:51.216Z