Research Article
DLI: A Deep Learning-Based Granger Causality Inference
| Prediction task | Whether or not to consider auxiliary information | Approaches | RMSE |
| Bitcoin price prediction | Without consideration of the S&P index | ARIMA | 5,932.96 | ā | LSTM | 611.47 | With consideration of the S&P index | DLI | 468.87 | S&P index prediction | Without consideration of the bitcoin price | ARIMA | 1,253.26 | ā | LSTM | 49.63 | With consideration of the bitcoin price | DLI | 24.34 |
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