Blockchain product price prediction

Project on predicting price of AAVE protocol by analyzing data scraped from various sources

TL;DR

  • A class project in a graduate Big Data Analysis class
  • Using Python, we scraped the data from Twitter for sentimental analysis, and Messari and Coindesk, as a source for price data and other relevant features
  • After getting the data, we then used ARIMA and LSTM models as two competing models of choice, which the top model achieves 57.7% accuracy on a validation set when predicting the price direction 1-hour into the future and profits with naive trading strategy
  • Colab Notebook