Fiorante, Fernando (A.A. 2024/2025) Cryptocurrency asset pricing: a machine learning-based approach. Tesi di Laurea in Financial reporting and performance measurement, Luiss Guido Carli, relatore Lucia Pierini, pp. 81. [Master's Degree Thesis]

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Abstract/Index

What is Bitcoin? How transactions happen? Bitcoin monetary policy and supply constraints. Bitcoin’s network safety and resiliency. Bitcoin’s transition: from payment system to financial asset. Cryptocurrency ecosystems beyond Bitcoin. Models for cryptocurrency valuation. Dataset and structure. Dataset and asset selection. Indicators. Explorative analysis of datasets and research methodology. XGBoost model: theoretical framework. Library overview. Code structure and functional overview. Evaluation of model performances and robustness. Model performances. Simulation setup. Performance metrics by asset. Comparative analysis and general insights.

References

Bibliografia: pp. 75-78.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in Management, English language (LM-77)
Chair:	Financial reporting and performance measurement
Thesis Supervisor:	Pierini, Lucia
Thesis Co-Supervisor:	Paolone, Francesco
Academic Year:	2024/2025
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	16 Sep 2025 08:49
Last Modified:	16 Sep 2025 08:49
URI:	https://tesi.luiss.it/id/eprint/43177

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