Chen, Junwei - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-25
Bitcoin on the next day through random forest regression and LSTM, and to explain which variables have influence on the price … around the ARMA model of time series and the LSTM algorithm of deep learning. Although it cannot be proved by the Diebold …-Mariano test that the prediction accuracy of random forest regression is significantly better than that of LSTM, the prediction …