政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/119159

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/119159

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政大典藏 > College of Informatics > Department of Computer Science > Theses > Item 140.119/119159

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/119159

Title:	運用LSTM進行Bitcoin價格預測 Applying LSTM to Bitcoin price prediction
Authors:	陳維睿 Chen, Wei-Rui
Contributors:	胡毓忠 Hu, Yuh-Jong 陳維睿 Chen, Wei-Rui
Keywords:	長短期記憶比特幣區塊鏈 Long Short-Term Memory Bitcoin Blockchain
Date:	2018
Issue Date:	2018-08-02 16:22:44 (UTC+8)
Abstract:	本論文運用長短期記憶模型(Long Short-Term Memory, LSTM) 來預測比特幣(Bitcoin)價格走向。特徵值資料包含內部及外部特徵值，各抽取自比特幣區塊鏈以及交易中心。加密貨幣是一種新型態的貨幣，其交易運行在網路中。在所有加密貨幣中，比特幣(Bitcoin, BTC)是第一個加密貨幣，且目前擁有最高的市值。預測比特幣價格是一個新興的研究題目，因為其與傳統金融資產有所差異，且其價格非常波動。本論文對比特幣區塊鏈資料處理方法提出指引，並將長短期記憶模型實務應用到比特幣價格預測。 This thesis focuses on applying Long Short-Term Memory (LSTM) technique to predict Bitcoin price direction. Features including internal and external features are extracted from Bitcoin blockchain and exchange center respectively. Cryptocurrency is a new type of currency that is traded over the infrastructure of Internet. Bitcoin (BTC) is the first cryptocurrency and ranks first in the market capitalization among all the other cryptocurrencies. Predicting Bitcoin price is a novel topic because of its differences with traditional financial assets and its volatility. As contributions, this thesis provides a guide of processing Bitcoin blockchain data and serves as an empirical study on applying LSTM to Bitcoin price prediction.
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Description:	碩士國立政治大學資訊科學系 105753015
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0105753015
Data Type:	thesis
DOI:	10.6814/THE.NCCU.CS.005.2018.B02
Appears in Collections:	[Department of Computer Science ] Theses

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