Author(s)

Danting Tao, Yitong Wu, Yutong Liu

Corresponding Author

Yutong Liu

Abstract

This paper investigates the model that predicts the bitcoin price trend and uses the SHapley Additive exPlanations method to explain the model predictions. The article first introduces the background and development of the cryptocurrency market, and then outlines the relevant literature review. In the experimental part, we use various features and data to train the random forest classifier and interpret its predictions using SHAP values. Finally, it is concluded that BTC_Momentum is one of the most critical factors affecting the bitcoin price trend.

Keywords

Bitcoin, Prediction Model, SHapley Additive exPlanations