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Seq2Seq RNNs (Deep Learning) and ARIMA models for Cryptocurrency Prediction. Comparing the accuracy of forecasts produced by the models.

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JonRebane/seq2seq-vs-arima-bitcoin

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seq2seq-vs-arima-bitcoin

Author: Jonathan Rebane

A multi-variate extension of previous bitcoin timeseries prediction seq2seq RNN work

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Seq2Seq RNNs (Deep Learning) and ARIMA models for Cryptocurrency Prediction. Comparing the accuracy of forecasts produced by the models.

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