PreprintJournal of risk and financial management2020
A Gated Recurrent Unit Approach to Bitcoin Price Prediction
Aniruddha Dutta, Saket Kumar, Meheli Basu
This paper demonstrates that a GRU model with recurrent dropout outperforms existing models for Bitcoin price prediction and can yield financial gains when used in simple trading strategies.
203Feb 3, 2020Neural Networks
arXiv