The article explores the use of Recurrent Neural Networks (RNNs) and their variant, Long Short-Term Memory cells (LSTMs), in predicting bitcoin prices over a historical period. While RNNs are capable of recognizing and predicting sequences of data, they struggle with long-range dependencies due to the vanishing gradient problem, which LSTMs address with their ability to remember and forget specific information over time. Using Google's Colab environment for ease of setup and GPU acceleration, the author demonstrates the implementation of LSTMs for time series analysis, utilizing historical bitcoin data to train a model that predicts future prices. The article outlines the process of preparing data, setting hyperparameters, and training the model, emphasizing the importance of hyperparameters like batch size, window size, and learning rate. The LSTM network, through its internal structure involving forget, input, and output gates, effectively minimizes prediction errors over numerous epochs, showing improved model accuracy. The author suggests further optimizing the model by adjusting window lengths and provides resources for deeper understanding and additional applications in stock price prediction.