Forecasting of Cryptocurrency Price and Financial Stability: Fresh Insights based on Big Data Analytics and Deep Learning Artificial Intelligence Techniques
Jihen Bouslimi,
Sahbi Boubaker,
Kais Tissaoui
Abstract:This paper evaluates the performance of the Long Short-Term Memory (LSTM) deep learning algorithm in forecasting Bitcoin and Ethereum prices during the COVID-19 epidemic, using their high-frequency price information, ranging from December 31, 2019, to December 31, 2020. Deep learning (DL) techniques, which can withstand stylized facts, such as non-linearity and long-term memory in high-frequency data, were utilized in this paper. The LSTM algorithm was employed due to its ability to perform well with time seri… Show more
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