Cryptocurrency Trading Using Machine Learning
We present a model for active trading based on reinforcement machine learning and apply this to five major cryptocurrencies in circulation. In relation to a buy-and-hold approach, we demonstrate how this model yields enhanced risk-adjusted returns and serves to reduce downside risk. These findings h...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-08-01
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Series: | Journal of Risk and Financial Management |
Subjects: | |
Online Access: | https://www.mdpi.com/1911-8074/13/8/178 |