The object of this project is getting a better understanding of price movements in crypto markets: can you make (some) money using autoregressive neural networks?
$ git clone https://github.com/Oxylo/canaries.git your_project_name
Copy data to data/raw and run scripts in appropriate order
> source("01_preprocess.R") > source("02_train.R") > source("03_predict.R")
If you?re using RStudio, press Cmd/Ctrl + Shift + T (or run devtools::test() if not) to run all the tests in a package
Basically, the trained model performs two steps: 1. for each crypto market, predict the next hour price, using an autoregressive neural network 2. improve predictive power for each market by combining these predictions
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