PREDIKCIJA VREDNOSTI KRIPTOVALUTA ANALIZOM ISTORIJSKIH CENA, BLOKČEJN INFORMACIJA I SENTIMENTA TVITOVA

  • Milica Milutinović
Ključne reči: sentiment analiza, predikcija, Bitkoin

Apstrakt

Ovaj rad bavi se problemom predikcije cene Bitkoina na osnovu istorijskih cena i blokčejn infor­macija. Cenu kriptovaluta velikim delom diktiraju špeku­lacije pa je ispitano u kojoj meri sentiment analiza tvitova doprinosi padu ili rastu cena. Pored podataka o ceni i sentimentu, korišćeni su blokčejn podaci i istorijski podaci za još tri popularne kriptovalute: Lajtkoin, Etereum i Ripl. Za sentiment analizu ispitane su tri tehnike: konvolucione neuronske mreže, ansambli leksikona i metoda zasnovana na jezičkim pravilima. Rezultati sentiment analize upotreb­ljeni su u daljem procesu predviđanja kriptovaluta. Izab­rani model za predikciju je rekurentna neuronska mreža sa GRU ćelijama. U fazi evaluacije posmatrala se tačnost predviđanja kretanja cene, odnosno da li će ona da raste ili opada. Takođe, upotrebljena je i relativna tačnost u kojoj se posmatra odnos stvarne cene i prediktovane. Najbolji rezultat dostigao je 57,3% tačnosti u predikciji kretanja cene, odnosno 99,39% relativne tačnosti.

Reference

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Objavljeno
2019-08-20
Sekcija
Elektrotehničko i računarsko inženjerstvo