Time-series forecasting of Bitcoin prices

This repository contains the code and datasets for creating the machine learning models in the research paper titled "Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approach" with doi:10.1007/s00521-020-05129-6

Models considered:

1. LSTM
2. SVM
3. SANN
4. ANN

Feature selection process is based on Pearson correlation, random forest, and variance inflation factor.