Bitcoin trend prediction via domain adaptation

By Kasidech Aewsrisakul

Elevator Pitch

Discover how I leverage TensorFlow for Bitcoin trend prediction using innovative domain adaptation techniques. Witness a data-driven journey from collection to backtesting, unlocking the potential of AI for profitable financial insights. Don’t miss this game-changing poster!

Description

Background:

In the fast-paced realm of cryptocurrency, the fluctuations and turbulence of Bitcoin have become increasingly pronounced. In this landscape, the need for dependable tools for analyzing prices is paramount for investors. However, the predicament lies in the models’ struggles to acclimate to unfamiliar future data, shaped by evolving contexts. While the core principles remain steadfast, we present an innovative domain adaptation approach tailored for the prediction of Bitcoin trends.

Method:

Our method hinges on a systematic process of curating Bitcoin data spanning from 2014 to 2023. To enhance the data’s utility, we normalize it using logarithmic transformations and subsequently classify it into three distinct trends: ‘up,’ ‘down,’ and ‘neutral.’ This pioneering solution is realized through the careful partitioning of data into training/testing source sets and training/testing target sets. Central to our approach is a tripartite model architecture, comprising an encoder, decoder, and self-attention mechanisms.

Result and Conclusion:

The efficacy of our approach is corroborated by the validation performed on a reserved holdout test set, revealing an impressive classification accuracy that surpasses 60% for both source and target sets. The credibility of our methodology is further substantiated through rigorous backtesting, underscoring its potential for profitability. Through these cumulative insights, our method emerges as a promising step forward in achieving resilient and adaptive cryptocurrency trend prediction.

Notes

I’m well-suited to speak on this topic due to my long history of presenting and discussing projects throughout my high school years at a prestigious school. As a guest speaker at renowned international conferences like SCS 2023 in France and ITC-CSCC 2023 in South Korea, I’ve become skilled at explaining complex subjects clearly. My expertise in both technology and finance, demonstrated by the success of my trading bot project, uniquely equips me to share valuable and engaging insights on this matter.