title: ÐÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ Ð½Ð° ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑÐ½ÑÑ ÑÑÐ½ÐºÐ°Ñ Ñ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸ÐµÐ¼ ÑÐµÐºÑÑÑÐµÐ½ÑÐ½Ð¾Ð¹ Ð½ÐµÐ¹ÑÐ¾Ð½Ð½Ð¾Ð¹ ÑÐµÑÐ¸
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: Forecasting in cryptocurrency markets using recurrent neural network
Creators: name: Ð¥ÑÑÐ°ÐµÐ½Ð¾Ð², ÐÑÑÑÑ
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2019
Subjects: ÐÐµÐ¹ÑÐ¾Ð½Ð½ÑÐµ ÑÐµÑÐ¸
ÐÑÐºÑÑÑÑÐ²ÐµÐ½Ð½ÑÐ¹ Ð¸Ð½ÑÐµÐ»Ð»ÐµÐºÑ
ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑÐ°
Ð¼Ð°ÑÐ¸Ð½Ð½Ð¾Ðµ Ð¾Ð±ÑÑÐµÐ½Ð¸Ðµ
ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑÐ½ÑÐµ ÑÑÐ½ÐºÐ¸

description: ÐÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ ÐºÑÑÑÐ° Ð²Ð°Ð»ÑÑ ÑÐ²Ð»ÑÐµÑÑÑ Ð¾Ð´Ð½Ð¾Ð¹ Ð¸Ð· Ð²Ð°Ð¶Ð½ÐµÐ¹ÑÐ¸Ñ Ð·Ð°Ð´Ð°Ñ ÐºÐ¾Ð»Ð¸ÑÐµÑÑÐ²ÐµÐ½Ð½Ð¾Ð³Ð¾ ÑÐ¸Ð½Ð°Ð½ÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ. Ð£ÑÐ°ÑÑÐ½Ð¸ÐºÐ¸ Ð²Ð°Ð»ÑÑÐ½ÑÑ Ð±Ð¸ÑÐ¶ Ð´Ð¾Ð»Ð¶Ð½Ñ Ð·Ð½Ð°ÑÑ Ð¿Ð¾Ð´ÑÐ¾Ð´ÑÑÐµÐµ Ð²ÑÐµÐ¼Ñ Ð´Ð»Ñ Ð¿Ð¾ÐºÑÐ¿ÐºÐ¸ Ð¸Ð»Ð¸ Ð¿ÑÐ¾Ð´Ð°Ð¶Ð¸ Ð²Ð°Ð»ÑÑÑ, ÑÑÐ¾Ð±Ñ Ð¼Ð°ÐºÑÐ¸Ð¼Ð¸Ð·Ð¸ÑÐ¾Ð²Ð°ÑÑ Ð¸Ñ Ð´Ð¾ÑÐ¾Ð´. Ð£ÑÐ²ÐµÑÐ¶Ð´ÐµÐ½Ð¸Ðµ, ÑÑÐ¾ ÑÑÐ½Ð¾Ðº ÑÐ»ÐµÐ´ÑÐµÑ ÑÐ»ÑÑÐ°Ð¹Ð½ÑÐ¼ Ð±Ð»ÑÐ¶Ð´Ð°Ð½Ð¸ÐµÐ¼, ÑÐ²Ð»ÑÐµÑÑÑ ÑÐ¿Ð¾ÑÐ½ÑÐ¼. ÐÑÐ»Ð¸ Ð±Ñ ÑÑÐ½Ð¾Ðº ÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð» Ð·Ð° Ð½Ð¸Ð¼, ÑÐ¾ Ð¿ÑÐ¸Ð±ÑÐ»ÑÐ½ÑÐµ Ð¿ÑÐ¾ÑÐµÑÑÐ¸Ð¾Ð½Ð°Ð»ÑÐ½ÑÐµ ÑÑÐµÐ¹Ð´ÐµÑÑ, Ð°Ð½Ð°Ð»Ð¸Ð·Ð¸ÑÑÑ Ð²ÑÐµÐ¼ÐµÐ½Ð½ÑÐµ ÑÑÐ´Ñ ÑÑÐ½ÐºÐ° Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¾Ð³Ð¾ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° (Ð¢Ð), Ð½Ðµ ÑÐ¼Ð¾Ð³Ð»Ð¸ Ð±Ñ Ð¸Ð·Ð²Ð»ÐµÑÑ Ð¿ÑÐ¸Ð±ÑÐ»Ñ. Ð¡Ð»ÐµÐ´Ð¾Ð²Ð°ÑÐµÐ»ÑÐ½Ð¾, ÐµÑÐ»Ð¸ ÑÐºÑÐ¿ÐµÑÑÑ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²Ð¾Ð³Ð¾ ÑÑÐ½ÐºÐ°, Ð¾Ð±Ð»Ð°Ð´Ð°ÑÑÐµÐ¹ ÑÑÐ¾Ð¹ Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸ÐµÐ¹, Ð¼Ð¾Ð³ÑÑ Ð¾Ð±ÑÐ³ÑÐ°ÑÑ ÑÑÐ½Ð¾Ðº, ÑÐ¾ Ð¼ÐµÑÐ¾Ð´Ñ Ð¼Ð°ÑÐ¸Ð½Ð½Ð¾Ð³Ð¾ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ (ML) ÑÐ¼Ð¾Ð³ÑÑ ÑÐ»Ð¾Ð²Ð¸ÑÑ ÑÑÐ¸ Ð¼Ð¾Ð´ÐµÐ»Ð¸ (Ð¸Ð»Ð¸ Ð¸Ñ Ð¾ÑÑÑÑÑÑÐ²Ð¸Ðµ). Ð¦ÐµÐ»Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°ÑÐµÐ»ÑÑÐºÐ¾Ð¹ ÑÐ°Ð±Ð¾ÑÑ ÑÐ¾ÑÑÐ¾Ð¸Ñ Ð² ÑÐ¾Ð¼, ÑÑÐ¾Ð±Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°ÑÑ Ð²Ð¾Ð·Ð¼Ð¾Ð¶Ð½Ð¾ÑÑÑ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸Ñ Ð¼ÐµÑÐ¾Ð´Ð¸ÐºÐ¸ Ð³Ð»ÑÐ±Ð¾ÐºÐ¾Ð³Ð¾ Ð¼Ð°ÑÐ¸Ð½Ð½Ð¾Ð³Ð¾ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ, Ð¸Ð»Ð¸ ÑÐµÐºÑÑÑÐµÐ½ÑÐ½ÑÑ Ð½ÐµÐ¹ÑÐ¾Ð½Ð½ÑÑ ÑÐµÑÐµÐ¹ Ñ Ð´Ð»Ð¸ÑÐµÐ»ÑÐ½Ð¾Ð¹ ÐºÑÐ°ÑÐºÐ¾Ð²ÑÐµÐ¼ÐµÐ½Ð½Ð¾Ð¹ Ð¿Ð°Ð¼ÑÑÑÑ (LSTM), Ð´Ð»Ñ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ¸ Ð¸ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ Ð¼Ð¾Ð´ÐµÐ»Ð¸ Ð¿ÑÐµÐ´ÑÐºÐ°Ð·Ð°Ð½Ð¸Ñ ÐºÑÑÑÐ° ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑ Ñ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸ÐµÐ¼ Ð¸Ð½ÑÑÐ°ÑÑÑÑÐºÑÑÑÑ Keras, TensorFlow. ÐÐ¾Ð»ÑÑÐµÐ½Ð½ÑÐµ ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÑ Ñ ÑÐ¾ÑÐºÐ¸ Ð·ÑÐµÐ½Ð¸Ñ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ Ð½ÐµÐ¹ÑÐ¾Ð½Ð½Ð¾Ð¹ ÑÐµÑÐ¸ Ð²Ð¿Ð¾Ð»Ð½Ðµ ÑÑÐ¿ÐµÑÐ½Ñ. ÐÑÐ±Ð¾Ñ ÑÐµÐºÑÑÑÐµÐ½ÑÐ½Ð¾Ð¹ Ð½ÐµÐ¹ÑÐ¾Ð½Ð½Ð¾Ð¹ ÑÐµÑÐ¸ Ñ Ð´Ð¾Ð»Ð³Ð¾Ð¹ ÐºÑÐ°ÑÐºÐ¾ÑÑÐ¾ÑÐ½Ð¾Ð¹ Ð¿Ð°Ð¼ÑÑÑÑ Ð¿Ð¾Ð´ÑÐ²ÐµÑÐ¶Ð´ÑÐ½ Ð¿ÑÐ¸Ð¼ÐµÐ½ÑÐµÐ¼Ð¾Ð¹ Ð¼ÐµÑÑÐ¸ÐºÐ¾Ð¹.
description: Forecasting the exchange rate is one of the most important tasks of quantitative financing. Participants in currency exchanges should know the right time to buy or sell currencies in order to maximize their income. The assertion that the market follows a random walk is controversial. If the market followed him, then profitable professional traders, analyzing the time series of the market using technical analysis (TA), would not be able to make a profit. Therefore, if financial market experts with this information can beat the market, machine learning methods (ML) can catch these models (or their absence). The purpose of the research is to explore the possibility of using deep machine learning techniques, or recurrent neural networks with long-term short-term memory (LSTM), to develop and train a cryptocurrency exchange rate prediction model using the infrastructure of Keras, TensorFlow.