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Zeqian Sima
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#1Xiaolei Sun (CAS: Chinese Academy of Sciences)H-Index: 12
#2Mingxi Liu (CAS: Chinese Academy of Sciences)H-Index: 1
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Abstract Forecasting cryptocurrency prices is crucial for investors. In this paper, we adopt a novel Gradient Boosting Decision Tree (GBDT) algorithm, Light Gradient Boosting Machine (LightGBM), to forecast the price trend (falling, or not falling) of cryptocurrency market. In order to utilize market information, we combine the daily data of 42 kinds of primary cryptocurrencies with key economic indicators. Results show that the robustness of the LightGBM model is better than the other methods, ...
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