Publication Date
2022
Document Type
Dissertation/Thesis
First Advisor
Xia, Chaoxiong (Michelle)
Degree Name
M.S. (Master of Science)
Legacy Department
Department of Statistics and Actuarial Science
Abstract
This research aims to predict the cryptocurrencies Bitcoin, Litecoin and Ethereum using Time Series Modelling with daily data of closing price from 16th of October 2018 to 9th of September 2021for a total of 1073 days. Augmented Dickey Fuller test was first used to check stationarity of the time series, then two forecasting algorithms called ARIMA, and PROPHET were used to make predictions. The findings show similar results for both the models for each of Bitcoin, Ethereum and Litecoin. The results achieved show modelling cryptocurrencies which are volatile using a single variable produces satisfying results.
Recommended Citation
Jaligama, Sai Prabhu, "Forecasting Bitcoin, Ethereum and Litecoin Prices Using Machine Learning" (2022). Graduate Research Theses & Dissertations. 7223.
https://huskiecommons.lib.niu.edu/allgraduate-thesesdissertations/7223
Extent
44 pages
Language
eng
Publisher
Northern Illinois University
Rights Statement
In Copyright
Rights Statement 2
NIU theses are protected by copyright. They may be viewed from Huskie Commons for any purpose, but reproduction or distribution in any format is prohibited without the written permission of the authors.
Media Type
Text
