Attention-based LSTM algorithm with ARIMA on wavelet denoised Bitcoin prices

Researcher: Ndamulelo Innocent Nelwamondo, University of the Witwatersrand, Johannesburg
Supervisor: Dr Farai Mlambo, University of the Witwatersrand, Johannesburg

The cryptocurrency market is recognized for its intense uncertainty and instability, and people are still searching for a reliable and convenient way to direct cryptocurrency trading. An overall of 4 models, namely ARIMA, LSTM, attention-based LSTM, and hybrid attention based LSTM-ARIMA were used to forecast the prices Bitcoin in which the hybrid attention-based LSTM-ARIMA model on wavelet denoised Bitcoin prices with MSE = 42816.51, RMSE = 206.92, MAE = 167.34 and R2 = 0.8172 was found to be the best fitting model.