Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Comparative Performance of LSTM and ARIMA for the Short-Term Prediction of Bitcoin Prices Subject The topic of the resource ARIMA; Bitcoin; LSTM; MAPE Description An account of the resource This research assesses the prediction of Bitcoin prices using the autoregressive integrated moving average (ARIMA) and long-short-term memory (LSTM) models. We forecast the price of Bitcoin for the following day using the static forecast method, with and without re-estimating the forecast model at each step. We take two different training and test samples into consideration for the cross-validation of forecast findings. In the first training sample, ARIMA outperforms LSTM, but in the second training sample, LSTM exceeds ARIMA. Additionally, in the two test-sample forecast periods, LSTM with model re-estimation at each step surpasses ARIMA. Comparing LSTM to ARIMA, the forecasts were much closer to the actual historical prices. As opposed to ARIMA, which could only track the trend of Bitcoin prices, the LSTM model was able to predict both the direction and the value during the specified time period. This research exhibits LSTM's persistent capacity for fluctuating Bitcoin price prediction despite the sophistication of ARIMA. 2023, University of Wollongong. All rights reserved. Creator An entity primarily responsible for making the resource Latif N.; Selvam J.D.; Kapse M.; Sharma V.; Mahajan V. Source A related resource from which the described resource is derived Australasian Accounting, Business and Finance Journal, Vol-17, No. 1, pp. 256-276. Publisher An entity responsible for making the resource available University of Wollongong Date A point or period of time associated with an event in the lifecycle of the resource 2023-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.14453/aabfj.v17i1.15" target="_blank" rel="noreferrer noopener">https://doi.org/10.14453/aabfj.v17i1.15</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85147986087&amp;doi=10.14453%2Faabfj.v17i1.15&amp;partnerID=40&amp;md5=f7ea4f26963611cf36da4b16a32bb5fc" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85147986087&amp;doi=10.14453%2faabfj.v17i1.15&amp;partnerID=40&amp;md5=f7ea4f26963611cf36da4b16a32bb5fc</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access Relation A related resource ISSN: 18342000 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Latif N.; Selvam J.D., School of Business and Management, Christ (Deemed University) University., India; Kapse M., Symbiosis Center Management and Human Resource Development, Symbiosis International University, Maharashtra, Pune, India; Sharma V., Symbiosis Center Management and Human Resource Development, Symbiosis International University, Maharashtra, Pune, India; Mahajan V., Oracle India Pvt LTD, India