In this work we present CryptoNet, this system is based on the time series extraction exploiting the huge potential of artificial intelligence (AI) and machine learning (ML). CryptoNet is developed in perl, is flexible and user-friendly.
In this research, we attempt to forecast cryptocurrency price.
Our task is divided into the following steps:
Phase 1.: Get pair currencies by defining analysis times (proposed studies on Bitcoin, Ethereum) Phase 2.: Forecast Adjusted price for selected pair & Develop a proposed trading strategy
Methodology
- from Yahoo finance, downloaded the Adjusted Close price
- Concatenated the Adjusted Close price, calculated the Percentage returns and the cumulative returns