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APPLICATION OF MACHINE LEARNING
MODELS AND INTERPRETABILITY
TECHNIQUES TO IDENTIFY THE
DETERMINANTS OF THE PRICE
OF BITCOIN
2022José 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 BITCOINDocumentos de Trabajo. N.º 2215
April 2022
(*) The authors work in the Financial Innovation Division of Banco deEspaña, 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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