03573ntm a22005777i 4500 000720358 CZ-PrVSE 20250301181534.0 m d cr n|||||||||| 250301s2025 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Iskra, Matúš ISIS:151668 dis Predikování výnosů kryptoměn za pomocí strojového učení eng Cryptocurrency returns forecasting with machine learning / Matúš Iskra 2025 ?? stran : digital, PDF soubor Vedoucí práce: Milan Fičura Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2025 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2025 In the recent years, machine learning became significant in many sectors, and finance is no exception. The present diploma thesis is based on exploring the use of machine learning methodologies with LSTM networks, Gated Recurrent Units, and BERT to conduct sentiment analysis which could be utilized for predicting cryptocurrency returns and market sentiment perception to improve decision-making in such a highly volatile cryptocurrency market. It gives a brief history of the cryptocurrency market, followed by describing in detail the methodology regarding data preprocessing: normalization, feature engineering, and creating time series datasets. Development of the LSTM and GRU models for return predictions where BERT is to be used in sentiment analysis from sources such as Reddit. Their respective performances were measured in terms of the Accuracy, Average Daily Return, Average Daily Volatility and T-statistic. Results prove the efficiency of the applied machine learning models both in cryptocurrency return prediction and in gauging sentiment. Trading strategies based on model predictions are backtested with a view to assessing practical profitability. It will also help as a contribution to the application of machine learning in financial forecasting, which will go a long way to help investors and financial analysts understand some capabilities and limitations of those techniques in cryptocurrency markets. Způsob přístupu: Internet finanční inženýrství [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas Cryptocurrency forecasting machine learning LSTM GRU BERT financial prediction time series analysis predictive modeling investment decision making financial analytics Fičura, Milan vse2015859798 ths Babusik, Martin ISIS:172884 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 dgg https://insis.vse.cz/zp/80032/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/80032 Hlavní práce https://insis.vse.cz/zp/80032/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/80032/posudek/oponent/83716 Oponentura https://insis.vse.cz/zp/80032/podrobnosti dc:identifier NEPOSILAT VSKP vse80032 250207 80032