DLI: A Deep Learning-Based Granger Causality Inference

Table 2

RMSEs of the prediction.

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
		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
		LSTM	49.63
	With consideration of the bitcoin price	DLI	24.34