Trend-X-BTC: sequence models for cryptocurrency forecasting
A 30-day Bitcoin forecasting model: two stacked LSTM layers feeding 4-head self-attention, with the attention output fused multiplicatively against the recurrent state before a dense projection. 35-step lookback window, dropout 0.3, trained with Adam under MSE.
The interesting part is the feature set rather than the architecture. Four heterogeneous signal families are aligned onto one daily index: OHLCV market data from Binance, news sentiment from Alpha Vantage, on-chain activity, and macro series from FRED. Preprocessing uses a scikit-learn ColumnTransformer with standardization, plus Gaussian-noise augmentation to enlarge a short financial time series.