Physical Sciences and Mathematics Commons^™

Forecasting Bitcoin, Ethereum And Litecoin Prices Using Machine Learning, Sai Prabhu Jaligama

Graduate Research Theses & Dissertations

This research aims to predict the cryptocurrencies Bitcoin, Litecoin and Ethereum using Time Series Modelling with daily data of closing price from 16th of October 2018 to 9th of September 2021for a total of 1073 days. Augmented Dickey Fuller test was first used to check stationarity of the time series, then two forecasting algorithms called ARIMA, and PROPHET were used to make predictions. The findings show similar results for both the models for each of Bitcoin, Ethereum and Litecoin. The results achieved show modelling cryptocurrencies which are volatile using a single variable produces satisfying results.