*4.2. Proposed Comparative Analysis for Dataset 1*

According to the theoretical analysis regarding demand and supply theory, macroeconomic indicators do not have short-term predictability power on BTC prices. For the empirical analysis, a comparative machine learning model, including OLS, Ensemble methods, SVR, and MLP for the BTC price prediction problem on data sets from 11 October 2016, to 12 June 2017, including macroeconomic, microeconomic, and technical indicators. Feature selections, namely Best First Search, PSO Search, and Evolutionary Search, are applied to the data. The price prediction model is described in the Appendix A (model 2).
