Title: An experimental study of Bitcoin fluctuation using machine learning methods,
Abstract: In this paper, we study the ability to make the short-term prediction of the
exchange price fluctuations towards the United States dollar for the Bitcoin
market. We use the data of realized volatility collected from one of the
largest Bitcoin digital trading offices in 2016 and 2017 as well as order
information. Experiments are performed to evaluate a variety of statistical and
machine learning approaches.