20.500.12556/DKUM-84001 Proučevanje zunanjih dejavnikov pri napovedovanju cene kriptovalut s strojnim učenjem diplomsko delo External factors in predicting cryptocurrency price with machine learning Zmožnost napovedovanja gibanja cene finančnih instrumentov predstavlja priložnost za visoke zaslužke. Eni izmed tehnični pristopov, ki se na področju finančnega trgovanja že dalj časa uspešno uporabljajo, so metode strojnega učenja. V diplomski nalogi smo se ukvarjali z napovedovanjem cene kriptovalute Bitcoin. Modeliranje smo začeli s pridobivanjem raznih podatkov, povezanih s ceno kriptovalute, in nato z algoritmom XGBoost izdelali napovedni model. Razumevanje napovedi je ključnega pomena, zato smo uporabili razlagalni algoritem SHAP, s katerim smo dobili globlji vpogled v napovedni model. Izkazalo se je, da imajo podatki, neposredno vezani na ceno kriptovalute, največjo vlogo pri napovedi, temu pa sledi indeks strahu in pohlepa. Ability to forecast the price of financial instruments has a lot of potential for monetary gains through investments. Machine learning methods have been successfully employed in finance as one of technical approaches to financial modelling. The aim of this thesis was to develop a Bitcoin price forecasting model. We started modelling by gathering various data related to Bitcoin. We then used the gathered data with XGBoost algorithm to create a forecast model. To achieve a more in-depth understanding of our model, we used the SHAP algorithm. This allowed us to get more insight into forecasts which are otherwise usually difficult to understand. We concluded that data directly related to cryptocurrency price had the highest importance in forecasting, followed by the fear and greed index. kriptovalute strojno učenje XGBoost napovedovanje časovnih vrst SHAP crypto currency machine learning XGBoost time series forecasting SHAP true true false [J. Cvetko] Slovenski jezik Angleški jezik Diplomsko delo/naloga 2023-03-27 11:43:14 2023-06-07 12:14:37 2023-11-08 14:00:01 0000-00-00 00:00:00 2023 0 Maribor 0 Maribor 1 spletni vir (1 datoteka PDF (VII, 33 f.)) 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 004.85:[004.7:336.74](043.2) 155101699 UN_Cvetko_Jakob_2023.pdf UN_Cvetko_Jakob_2023.pdf 1 BA5581D45BBAD863E8EBA2D255AAB27F 856efba5664f0963205c1db2f28db1c3366713d533ebbd2be896f2411dc2a64c b3226277-cc85-11ed-980c-00155d000105 https://dk.um.si/Dokument.php?lang=slv&id=166309 Fakulteta za elektrotehniko, računalništvo in informatiko 0 0 0