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Using deep learning recurrent neural networks to model bitcoin closing prices. One model will use the FNG indicators to predict the closing price while the second model will use a window of closing prices to predict the nth closing price.

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mmsaki/lstm-Stock-Predictor

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LSTM Stock Predictor

Table of Contents

  1. Data Prep for Training and Testing
  2. Build and train custom LSTM RNNS
  3. Evaluate Model Performance

Files: Stock Predictor Files: Stock Predictor usinf fng sentiment

Data Prep for Training and Testing

  • Use the FNG values to predict future closing prices.
  • Use the past closing prices to predict future closing prices.
  • Apply the MinMaxScaler to the X and Y values to scale the data for the model.
  • Reshape X_train and X_test to fit the model requirements (samples, time steps, features).

Build and train custom LSTM RNNS

  • Create a notebook to fit the data using FNG Values.
  • Create a notebook to fit the data using closing prices.

Evaluate Model Performance

  • Determine which model had the lowest loss.
    • Model using closing prices
  • Determine which model tracks the actual values best over time.
    • Model using closing prices
  • Determine the appropriate Window Size for the model.

Actual vs BTC predicted values

Actual vs BTC predicted values using fng sentiment

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Using deep learning recurrent neural networks to model bitcoin closing prices. One model will use the FNG indicators to predict the closing price while the second model will use a window of closing prices to predict the nth closing price.

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