figshare
Browse
BTCBRL_final.csv (579.95 kB)

Bitcoin Prices and Technical Variables

Download (579.95 kB)
dataset
posted on 2018-12-11, 00:09 authored by Leonardo FelizardoLeonardo Felizardo, Diego Cardoso, Roberth Oliveira
The selected variables were chosen base on the literature for time series of stock prices prediction or Forex (currency) prediction. The analises test only variables associated with the price like Bitcoin close, open, high and low price and volumn (for one representative exchange). Like Chen and Bahar, we used moving average of the variables to generate new variables in order to capture other information that could be hidden  due the high noise generate characteristic of a high volatile asset. Also, like \cite{Bahar2016}, we use Gold an Death Cross, that are very common data for technical analysis.

History