Bitcoin Price Prediction and Automated Trading via LSTM Networks and Reinforcement Learning

The Bitcoin (BTC) is one of the most popular cryptocurrencies and now is one type of investment on the stock market. The price prediction is a real challenge as it depends by too many factors, an investment to BTC characterized too risky because the price has too many upside-downs. However BTC was the occasion for many people to start explore the stock market. In the last few years, the prediction of BTC has occupied the scientific community and many approaches have been made. In this research we try to predict the price of BTC per minute with long short-term memory networks, and then pass these predictions to a recurrent reinforcement learning (RRL) model to trade the BTC with United States dollars (USD). In the end of the paper we present the profits that the models made.