Sustav za predviđanje kretanja vrijednosti kriptovaluta temeljen na neuronskim mrežama

master's thesis

• Title (english): System for Forecast of Cryptocurrencies Value Change Based on Neural Networks
• Author: Vedran Biđin
• Mentor: Ivica Botički (mentor)
• Committee member: Ivica Botički (predsjednik povjerenstva)
• Committee member: Boris Vrdoljak (član povjerenstva)
• Committee member: Mirta Baranović (član povjerenstva)
• Granter: University of Zagreb; Faculty of Electrical Engineering and Computing; Zagreb
• Defense date and country: 2018-07-16, Croatia
• Scientific / art field, discipline and subdiscipline: TECHNICAL SCIENCES; Computing

Abstract

Predviđanje ponašanja tržišta dionica jedno je od zanimljivijih područja financijske ekonomije. U ovom radu primjenjuju se konvencionalne metode predviđanja kretanja vrijednosti dionica nad domenom kriptovaluta. Spominju se relevantne značajke vezane uz kriptovalute kao i njihovi potencijalni izvori. Arhitektura sustava obuhvaća postupak pripreme podataka i izradu prediktivnog modela. Za predviđanje se koriste povratne neuronske mreže. Analiziraju se rezultati te se govori o mogućim načinima nadogradnje i poboljšanja sustava.

Abstract (english)

Stock market prediction is one of the more interesting fields of financial economics. In this thesis conventional methods of stock market prediction are applied to the domain of cryptocurrencies. Relevant features of cryptocurrencies and their potential sources are mentioned. The system architecture encompasses preparation of data and creation of the predictive model. Recurrent neural networks are used for the predictions. The results are analyzed and possible enhancements of the system are discussed.

• Keywords: kriptovalute; strojno učenje; neuronske mreže
• Keywords (english): cryptocurrencies; machine learning; neural networks
• Language: croatian
• URN:NBN: urn:nbn:hr:168:744776
• Study programme: Title: Computing; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra inženjer/inženjerka računarstva (magistar/magistra inženjer/inženjerka računarstva)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Closed access
• Created on: 2019-03-13 19:05:06