Mubariz Khan1, Hafeez Ur Rehman Siddiqui2, Adil Ali Saleem2, Muhammad Amjad Raza2,3, Lázaro Javier Hernández Rodríguez4,5,6,7, Pablo Herrero García4,8,9, Isabel de la Torre Díez10,*
CMC-Computers, Materials & Continua, Vol.88, No.3, 2026, DOI:10.32604/cmc.2026.084269
- 23 July 2026
Abstract Accurate forecasting of cryptocurrency prices remains an open challenge because classical statistical models cannot capture the non-linear, sentiment-driven dynamics of these markets. This study compares three hybrid deep learning architectures—VAR-LSTM, XGBoost-LSTM, and CNN-LSTM—to determine which best forecasts Bitcoin (BTC), Ethereum (ETH), and Dogecoin (DOGE) closing prices, and to quantify the marginal predictive value of Twitter sentiment integration. Six years of hourly OHLCV data (2017–2023) are augmented with VADER-scored Twitter sentiment polarity. Each model is formulated mathematically, implemented with documented hyperparameters (epochs, dropout, units;), and trained for one-step-ahead next-hour price prediction. Performance is measured by RMSE,… More >