LSTM Stock Predictor

by Arzu ISIK TOPBAS

I used deep learning recurrent neural networks to model bitcoin closing prices. I used the FNG indicators to predict the closing price for one model while the second model, I used a window of closing prices to predict the nth closing price. I evaluated each model and compared the performance.

The Performance of each model

I evaluated each model and compared the performance.

LSTM Stock Predictor Using FNG

• Model Parameters window_size = 10

  epoch_number = 200

• Model Summary

  

• Performance

  loss: 0.0769

  

LSTM Stock Predictor Using Closing Prices

• Model Parameters

  window_size = 10

  epoch_number = 200

• Model Summary

  

• Performance

  loss: 0.0134

  

Evaluate the performance of each model

• Which model has a lower loss? ---- Closing Prices

• Which model tracks the actual values better over time? ---- Closing Prices

• Which window size works best for the model? ----- Window size of 3 would work best for both models.

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