mfriendly/LSTNet.pytorch

A PyTorch implementation of Long- and Short-term Time-series network (LSTNet) with the use case of cryptocurrency market prediction

LSTNet.pytorch

A PyTorch implementation of Long- and Short-term Time-series network (LSTNet) with the use case of cryptocurrency market prediction

The task is to predict the closing price of specific crypocurrency market pair using historical OHLCV data in daily level. The dataset is pulled using https://github.com/GokulKarthik/PyBinance

Research Papers:

1. https://arxiv.org/abs/1703.07015

Code References

1. https://github.com/laiguokun/LSTNet