• Corpus ID: 113405119

Seq 2 Seq RNNs and ARIMA models for Cryptocurrency Prediction : A Comparative Study

@inproceedings{Rebane2018Seq2S,
  title={Seq 2 Seq RNNs and ARIMA models for Cryptocurrency Prediction : A Comparative Study},
  author={Jonathan Rebane},
  year={2018}
}
Cyrptocurrency price prediction has recently become an alluring topic, attracting massive media and investor interest. Traditional models, such as Autoregressive Integrated Moving Average models (ARIMA) and models with more modern popularity, such as Recurrent Neural Networks (RNN’s) can be considered candidates for such financial prediction problems, with RNN’s being capable of utilizing various endogenous and exogenous input sources. This study compares the model performance of ARIMA to that… 

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