Técnicas de clustering particional aplicadas al análisis y a la gestión de carteras del mercado de criptomonedas

Abstract

Innovation an essential element in the financial industry, an industry where any competitive advantage translates very directly into a differential performance over the rest of the competitors. The continuous search for the alpha that grants that advantage is the objective that catalyses the application of very different technologies in the financial environment from very varied scientic elds such as computation, mathematics, statistics or a combination of all of them such as Artifficial Intelligence. This innovation is what has led both institutional and private investors to focus their attention on the crypto-asset markets as a further possibility to incorporate into their investment portfolios. This surprising development of the cryptocurrency market, from being a peripheral market to being capitalised at the level of a medium-sized stock exchange with sustained growth, provides us with a unique opportunity to observe its evolution...