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Predicción del precio del bitcoin utilizando algoritmos de aprendizaje profundo

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dc.contributor.advisorMorales Pinto, Yiby Karolina
dc.creatorMoreno Quintero, Emanuelle Alejandro
dc.creator.degreeMagíster en Matemáticas Aplicadas y Ciencias de la Computación
dc.creator.degreetypeFull time
dc.date.accessioned2023-11-24T15:34:29Z
dc.date.available2023-11-24T15:34:29Z
dc.date.created2023-10-23
dc.descriptionEl mercado de criptomonedas está experimentando un rápido crecimiento, lo que lo convierte en una alternativa potencialmente más lucrativa que los mercados financieros convencionales. No obstante, esta expansión va de la mano con una significativa volatilidad, presentando así un desafío crucial. En el contexto de esta tesis de maestría, se desarrollaron modelos de predicción de series temporales para el precio de cierre de Bitcoin mediante el uso de algoritmos de aprendizaje profundo, tales como LSTM y GRU. Además, se llevó a cabo una comparación con modelos tradicionales como ARIMA, con el propósito de analizar y evaluar su rendimiento.
dc.description.abstractThe cryptocurrency market is experiencing rapid growth, making it a potentially more lucrative alternative to conventional financial markets. However, this expansion goes hand in hand with significant volatility, thus presenting a crucial challenge. In the context of this master's thesis, time series prediction models for the closing price of Bitcoin were developed using deep learning algorithms such as LSTM and GRU. In addition, a comparison was carried out with traditional models such as ARIMA, with the purpose of analyzing and evaluating their performance.
dc.format.extent29 pp
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.48713/10336_41755
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/41755
dc.language.isospa
dc.publisherUniversidad del Rosariospa
dc.publisher.departmentEscuela de Ingeniería, Ciencia y Tecnologíaspa
dc.publisher.programMaestría en Matemáticas Aplicadas y Ciencias de la Computaciónspa
dc.rightsAttribution-ShareAlike 4.0 International*
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/*
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dc.source.instnameinstname:Universidad del Rosario
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subjectBitcoin
dc.subjectAprendizaje profundo
dc.subjectLSTM
dc.subjectGRU
dc.subjectCriptomonedas
dc.subject.keywordBitcoin
dc.subject.keywordDeep learning
dc.subject.keywordLSTM
dc.subject.keywordGRU
dc.subject.keywordCryptocurrencies
dc.titlePredicción del precio del bitcoin utilizando algoritmos de aprendizaje profundo
dc.title.TranslatedTitleBitcoin price prediction using deep learning algorithms
dc.typebachelorThesis
dc.type.documentTrabajo de grado
dc.type.spaTrabajo de grado
local.department.reportEscuela de Ingeniería, Ciencia y Tecnología
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