Predict bitcoin price using gold and S&P 500 data implementing LSTM, Gradient Boosting Regression, and Random Forest
Includes functions for downloading and modelling the price of BTC in USD
- API: cryptocompare.com for BTC and associated metrics
- SPDR GoldShares (GLD) to represent gold prices
- Business Insider: SPDR Gold Shares for latest price
- S&P Dow Jones Indices LLC, S&P 500, retrieved from FRED, Federal Reserve Bank of St. Louis
- SPDR Gold Shares Fact Sheet
- Selecting Features for RandomForrest, datadive.net
- LMBA Gold Price
- Diving Into Data: Selecting Good Features
- Colah's Blog: Understanding LSTM Networks
- Machine Learning Mastery: Multivariate Time Series Forecasting with LSTMs in Keras
- David Sheehan Blog: Predicting Cryptocurrency Prices With Deep Learning
- sklearn.ensemble
- Wikipedia: SPDR ETFs
- Wikipedia: Gradient Boosting
- Wikipedia: Random Forest
- Wikipedia: Ensemble Learning
- Wikipedia: Long short-term memory (LSTM)