Banca de DEFESA: CAIO BATALHA DIAS OLIVEIRA

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
DISCENTE : CAIO BATALHA DIAS OLIVEIRA
DATA : 07/06/2019
HORA: 09:30
LOCAL: SALA 12
TÍTULO:

Support Vectors Models in time series: an application to cryptocurrencies

PALAVRAS-CHAVES:

Cryptocurrencies, Machine Learning, Support vector machine, recurrent SVR.

PÁGINAS: 100
GRANDE ÁREA: Ciências Exatas e da Terra
ÁREA: Probabilidade e Estatística
SUBÁREA: Estatística
RESUMO:

In several cases, it is necessary to predict continuous time-dependent variables. As a particular case of this work, we have an interest in predicting the price of cryptocurrencies, which are increasingly popular, where it is seen a high growth and high price variability. In this sense, we aim to forecast the daily closing price of bitcoin, etherium and dash using the support vector machine theory, as well as an adaptation of this methodology to the case of time series forecasting, called recurrent SRV . The results obtained show a substantial gain in the daily forecast, surpassing traditional methods.

MEMBROS DA BANCA:
Presidente - 2390696 - ANDERSON LUIZ ARA SOUZA
Externo ao Programa - 2267517 - MARCELO MAGALHAES TADDEO
Externo à Instituição - LUIS APARECIDO MILAN - UFSCAR