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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Georgy Gushchin
Returns Forecasting for Ethereum Cryptocurrency via Decomposition
2017
The goal of this paper was to make good predictions for Ethereum cryptocurrency.

In order to do so, in this paper, was examined previous studies on the modelling of the Bitcoin cryptocurrency. Then, the Ethereum project was described in details.

In practical part, in order to forecast returns for Ethereum cryptocurrency, 18 data sets were collected and the decomposition model was used. This model has shown successful prediction results, but in this specification of the model, none of the 17 explanatory variables are statistically significant for the construction of the forecast.

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