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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/86688| Title: | 使用XGboost預測加密貨幣價格及設計交易策略 Cryptocurrency Price Prediction and Trading Strategy Designs Using XGboost |
| Authors: | Yang-Ching Lin 林洋慶 |
| Advisor: | 呂育道(Yuh-Dauh Lyuu) |
| Keyword: | XGBoost,機器學習,比特幣,價格預測,交易策略, XGBoost,machine learning,bitcoin,price prediction,trading strategy, |
| Publication Year : | 2022 |
| Degree: | 碩士 |
| Abstract: | 本研究以比特幣價格預測為標的，運用XGBoost (extreme gradient boosting)機器學習演算法，透過大量歷史的價格資料，添加常見的技術指標特徵，藉由模型的訓練，預測未來的價格。本論文提出「三次交易順勢策略」，對比買進後持有及其他常見的技術指標交易策略報酬率為佳。 This thesis predicts bitcoin prices using the XGBoost (extreme gradient boosting) machine learning algorithm and common technical indicators. It then proposes the three-consecutive-signal trading strategy with same path strategy, which compares favorably with the buy-and-hold and other common technical indicator trading strategies. |
| URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/86688 |
| DOI: | 10.6342/NTU202201804 |
| Fulltext Rights: | 同意授權(全球公開) |
| metadata.dc.date.embargo-lift: | 2022-08-10 |
| Appears in Collections: | 資訊工程學系 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| U0001-2707202222312700.pdf | 2.85 MB | Adobe PDF | View/Open |
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