Open Access. Powered by Scholars. Published by Universities.®

Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

Theses/Dissertations

Statistics and Probability

Northern Illinois University

Forecasting

Publication Year

Articles 1 - 2 of 2

Full-Text Articles in Physical Sciences and Mathematics

Forecasting Bitcoin, Ethereum And Litecoin Prices Using Machine Learning, Sai Prabhu Jaligama Jan 2022

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.


Exploring A Bayesian Analysis Of Opinion Dynamics Using The Approximate Bayesian Computation Method, Jessica L. Bishop Jan 2019

Exploring A Bayesian Analysis Of Opinion Dynamics Using The Approximate Bayesian Computation Method, Jessica L. Bishop

Graduate Research Theses & Dissertations

Social media has created a whole new framework in the way we understand ones expression of opinion, and how ones' opinion can influence others. Models of opinion dynamics, such as a probabilistic modeling framework of opinion dynamics over time are given by Abir De, Isabel Valera, Niloy Ganguly, Sourangshu Bhattacharya, and Manuel Gomez Rodriguez in ``Learning and Forecasting Opinion Dynamics in Social Networks." In this paper, we will continue to explore their models, now coming from a Bayesian statistical standpoint, specifically looking at the Approximate Bayesian Computation (ABC) method for the computation of better estimations for the data. We will …