Bitcoin Price Prediction

Predict bitcoin price using gold and S&P 500 data implementing LSTM, Gradient Boosting Regression, and Random Forest

data_engineering.py

Includes functions for downloading and modelling the price of BTC in USD

Source Data:

• 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

References:

• 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)