Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators

arXiv:2403.03606v1 Announce Type: cross
Abstract: This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and BiLSTM (Bidirectional Long Short-Term Memory) to capture temporal dynamics and extract significant features from raw cryptocurrency data. The application of technical indicators, such facilitates the extraction of intricate patterns, momentum, volatility, and trends. The Performer neural network, employing Fast Attention Via positive Orthogonal Random …

abstract arxiv bitcoin cryptocurrency cs.ai cs.lg dynamics ethereum extract long short-term memory memory methodology network neural network prediction price q-fin.cp series study technical temporal time series transformer type