[Group5] 幣圈漫遊

Groups

• 106703042 楊喻丞
• 108753132 黃翊唐
• 109258003 張竣凱
• 109258042 楊士逸
• 109258040 曾偉恩

Goal

predict BTC's price

Demo

You should provide an example commend to reproduce your result

Rscript code/final.R --input data/data.csv --output results/pred_nor.csv

Folder organization and its related information

docs

• 1101_datascience_FP_group5.pptx

data

• Source
  • Bybit加密貨幣交易平台
• Input format
  • data.csv
  • We use volume, open, high, low, close as our features.
• Any preprocessing?
  • omit missing data
  • dimension reduction
  • regularization

code

• Which method do you use?
  • GBM algorithm
  • MACD trading strategy
• How do your perform evaluation?
  • 5 fold cross-validation

results

• Which metric do you use?
  • R-squared, MAE, MSE
  • performance.csv
• The return we get from our strategy is about 5%.

packages

• h2o : https://cran.r-project.org/web/packages/h2o/index.html
• ggplot2