Optimisation of trading strategies through neural networks

Identifier:  TFM:1805

Handle: https://hdl.handle.net/20.500.11797/TFM1805

Authors:  Arrabal Izquierdo, Óscar

Abstract:
The automation of trading strategies, especially in the field of cryptocurrencies, has become an increasingly common practice in recent times, due to the amount of data available to make a price prediction, allowing a very large diversity of strategies, increasingly, supported by artificial intelligence, more specifically, neural networks in order to better specify these predictions. In this TFM, a study is carried out that brings together the different strategies studied at the academic level and implements the most appropriate one by means of a trading bot. This bot not only uses these strategies, but also considers interactions on Twitter and Google trends to optimize trading strategies.