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Projecte llegit

Títol: Modelos de predicción del precio de Bitcoin mediante algoritmos de Machine Learning

Estudiants que han llegit aquest projecte:

Director/a: LEÓN ABARCA, OLGA

Departament: ENTEL

Títol: Modelos de predicción del precio de Bitcoin mediante algoritmos de Machine Learning

Data inici oferta: 15-02-2022     Data finalització oferta: 15-10-2022


Estudis d'assignació del projecte:
    GR ENG TELEMÀTICA
Tipus: Individual
 
Lloc de realització: EETAC
 
Paraules clau:
Machine Learning, Modelos de predicción, Bitcoin
 
Descripció del contingut i pla d'activitats:
Bitcoin aparece en 2008 y constituye el origen del mercado de las criptomonedas en el año 2008, con la presentación del documento técnico por parte de 'Satoshi Nakamoto', en el cual se expone el concepto, las características y la visión de esta criptomoneda.

Actualmente, Bitcoin es la criptomoneda líder en capitalización de mercado y la más popular. Por este motivo, a partir de 2020 la sociedad se ha interesado notablemente en comprender su funcionamiento y la evolución de su precio para poder beneficiarse económicamente mediante inversiones.

El objetivo de este grabajo es crear y evaluar modelos, basados en algoritmos de Machine Learning, que permitan predecir el precio de Bitcoin.
 
Overview (resum en anglès):
Bitcoin was the origin of the cryptocurrency market in 2008, when a technical document was presented under the pseudonym "Satoshi Nakamoto", in which the concept, characteristics and vision of this cryptocurrency were set out.

Bitcoin is currently the leading and most popular cryptocurrency in terms of market capitalisation. For this reason, since 2020, society has become very interested in understanding how it works and being able to benefit economically from investment. To do this, two methodologies are mainly used: technical or manual market analysis and Machine Learning algorithms.

Technical analysis allows a human being to analyse a graph of a specific asset, based on the use of a set of tools that allow the prediction of the next movement and produce economic benefits. Even so, it is a methodology that involves a considerable amount of time as it requires a lot of training and time to acquire the necessary experience and obtain economic returns from it.

The use of Machine Learning allows the creation of models that make predictions of the price of an asset in an automated way. This methodology complements and improves the predictions made by a person who uses technical or manual analysis to determine the next movement of any asset, as Machine Learning can process and treat amounts of information that a human being is not capable of retaining.

Therefore, the main objective of this final degree work is to create models that allow predicting the price of Bitcoin by using automatic Machine Learning algorithms from a data file containing attributes related to the price of the cryptocurrency, a Data Set.

With that purpose, the set of algorithms that have been chosen are Random Forest, Linear Regression and Time Series (Forecasting).

The prediction models obtained by means of the previously mentioned algorithms have been evaluated in terms of regression errors and techniques such as Out of Bag, Cross Validation and Grid Search techniques have been applied in order to optimise the models. Finally, Bitcoin price prediction has been carried out with each of the models, among which the Linear Regression model stands out, as it obtained the best prediction results compared to the real price.

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