StephanAkkerman/crypto-forecasting-benchmark
This repository contains the codebase used in the research conducted for the paper titled "Benchmarking Cryptocurrency Forecasting Models in the Context of Data Properties and Market Factors." The study involved a rigorous assessment of thirteen different time series forecasting models over twenty-one cryptocurrencies and four distinct time frames.
This project helps cryptocurrency traders, analysts, and risk managers evaluate and compare different forecasting models. It takes historical cryptocurrency price data, enriches it with financial metrics, and outputs forecasts along with analyses of model performance and market factor influence. This is ideal for those who need to understand which forecasting methods are most reliable under various market conditions.
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Use this if you need to rigorously test and benchmark multiple time series forecasting models for cryptocurrency prices to inform your trading or risk management strategies.
Not ideal if you are looking for a simple, out-of-the-box trading bot or a tool for predicting stock market movements outside of cryptocurrencies.
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25
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7
Language
Python
License
MIT
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Last pushed
Oct 24, 2024
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