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APPLICATION OF MACHINE LEARNING

MODELS AND INTERPRETABILITY

TECHNIQUES TO IDENTIFY THE

DETERMINANTS OF THE PRICE

OF BITCOIN

2022

José Manuel Carbó and Sergio Gorjón

Documentos de Trabajo

N.º 2215

APPLICATION OF MACHINE LEARNING MODELS AND INTERPRETABILITY TECHNIQUES TO IDENTIFY THE DETERMINANTS OF THE PRICE OF BITCOIN

Documentos de Trabajo. N.º 2215

April 2022

(*) The authors work in the Financial Innovation Division of Banco de

España, and appreciate the comments

received from José Manuel Marqués, Ana Fernández and Gabriel Pérez Quirós.

The opinions and analyses expressed in this paper are the responsibility of the authors and, therefore, do not

necessarily match with those of the Banco de España or the Eurosystem.

José Manuel Carbó

BANCO DE ESPAÑA

Sergio Gorjón

BANCO DE ESPAÑA

APPLICATION OF MACHINE LEARNING MODELS AND

INTERPRETABILITY TECHNIQUES TO IDENTIFY THE

DETERMINANTS OF THE PRICE OF BITCOIN

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