How to predict Bitcoin and Ethereum price with RNN-LSTM in Keras
2017 was a great year for Artificial Intelligence and Cryptocurrency. There have been many researches and breakthroughs in AI industry and definitely AI is one of the trendiest technology these days and even more in the future. One thing that I personally did not see it coming to the mainstream in 2017 was cryptocurrencies. It was a massive bull run with some insane returns on investment on cryptocurrencies such as Bitcoin, Ethereum, Litecoin, Ripple and so on.
I have started diving into details of Machine Learning techniques in early 2017 and as many other ML experts and enthusiasts, applying these technics into cryptocurrency market is very tempting. The interesting part is variety of ways and methods that ML and Deep Learning models can be used in stock market or in our case crypto market.
I found building a single point prediction model could be a great start point to explore deep learning with time-series such as price data. Off course it doesn’t end here, there is always room for improvement and adding more input data. My favorite is to use Deep Reinforcement Learning for automated trading agents. Which I’m working on it currently, however, learning to use LSTM networks and building a good prediction model is going to be the first step.