ADS Capstone Chronicles Revised
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Table of contents
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Table of Contents
3
Spring 2024
3
Summer 2024
3
Fall 2024
3
3 Literature Review
70
3.1 Bhatt et al. (2023)
70
3.2 Bollen et al. (2011)
70
3.3 Kristoufek (2013)
71
3.4 McNally et al. (2018)
71
3.5 Sattarov et al. (2020)
71
4 Data Architecture
72
Figure 1
72
4.0.1 Data Extraction
72
4.0.2 Features Extracted
73
4.0.3 Engineered Features
73
4.0.4 Data Extraction Process
73
4.0.5 Final Data Preparation
73
4.7 Stationarity Analysis of Cryptocurrency Price Changes
78
7.0.1 Home Page
84
7.0.2 About Metrics
84
7.0.3 Cryptocurrency Analysis
84
7.0.4 Thirty-Day Rolling Volatility
85
7.0.5 Average Daily Percent Change by Weekday
85
7.0.6 Forecasted vs Actual Values
86
8 Discussion
87
8.0.1 Model Selection
87
8.0.2 Comparison with Existing Studies
88
8.0.3 Extension of Existing Knowledge
88
8.0.4 Limitations
88
8.0.5 Future Work
88
8.0.6 Conclusion
89
9 Conclusion
89
9.0.1 Feature Engineering
89
9.0.2 Forecasting Challenges
89
10. Recommendations and Next Steps
89
10.0.1 Use Higher Frequency Data
89
10.0.2 Integrate Sentiment Analysis
89
10.0.3 Enhance Feature Engineering
90
10.0.4 Specialized Models for Bitcoin
90
10.0.6 Explore Advanced Models
90
10.0.7 Automate Data Extraction and Forecasting
90
References
90
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