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Analysis and Prediction of Cryptocurrency Prices Using Time Series Analysis and Machine Learning

Hashemian, Farid | 2020

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  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 53327 (01)
  4. University: Sharif University of Technology
  5. Department: Industrial Engineering
  6. Advisor(s): Akhavan Niaki, Taghi
  7. Abstract:
  8. Over the past few decades, with the exponential increase in data volume, scientists and researchers have tried to discover relationships and algorithms for productivity and find useful information from this amount of data in various fields. Their efforts in data analysis have led to the development of algorithms in the big data field. The result of researchers' working in multiple fields has come to aid the people of science and technology. Among the most important of these areas, we can mention the health and medical sectors, financial sectors, services, manufacturing sectors, etc. The purpose of this study is to enter the financial industry and use data mining tools. One of the newest and most popular financial fields is the field of digital currencies. Satoshi Nakamoto first introduced digital currencies in 2008. These days, with increasing progress, it was able to attract the attention of different people. Therefore, this caused people to analyze the trend of these currencies to benefit from this new market. Many researchers have tried to predict the trend of these currencies using statistical methods and machine learning, but the critical point is that the analysis of the trend of these currencies requires an inherent knowledge of them. In this research, an attempt has been made to provide a basis for classifying and analyzing these currencies by using the intrinsic understanding of currencies as well as the use of machine learning algorithms and time series. In this research, we first cluster some cryptocurrencies in different categories using clustering algorithms and then place other currencies in those clusters using classification algorithms. After setting new coins in existing groups, we use machine learning algorithms and time series to predict the price of currencies, depending on the category in which they are located
  9. Keywords:
  10. Data Mining ; Time Series ; Machine Learning ; Cryptocurrency ; Price Forecasting ; Big Data Analytics

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