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Automated Bitcoin Trading via Machine Learning …

Automated Bitcoin Trading via Machine Learning AlgorithmsIsaac MadanDepartment of Computer ScienceStanford UniversityStanford, CA SalujaDepartment of Computer ScienceStanford UniversityStanford, CA ZhaoDepartment of Computer ScienceStanford UniversityStanford, CA this project, we attempt to apply Machine - Learning algorithms to predict Bitcoin price. For thefirst phase of our investigation, we aimed to understand and better identify daily trends in the Bitcoinmarket while gaining insight into optimal features surrounding Bitcoin price. Our data set consistsof over 25 features relating to the Bitcoin price and payment network over the course of five years,recorded daily. Using this information we were able to predict the sign of the daily price changewith an accuracy of For the second phase of our investigation, we focused on the Bitcoinprice data alone and leveraged data at 10-minute and 10-second interval timepoints, as we saw anopportunity to evaluate price predictions at varying levels of granularity and noisiness.

Automated Bitcoin Trading via Machine Learning Algorithms Isaac Madan Department of Computer Science Stanford University Stanford, CA 94305 imadan@stanford.edu

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  Machine, Learning, Automated, Bitcoin, Trading, Algorithm, Stanford, Automated bitcoin trading via machine learning, Automated bitcoin trading via machine learning algorithms

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