Cryptocurrency trading using deep reinforcement learning and machine learning algorithms
Keywords:
machine learning, cryptocurrencies, trading, reinforcement learningAbstract
The aim of this article is to perform a comparison of the performance of machine learning and deep reinforcement learning algorithms for buying and selling cryptocurrencies based on price prediction. This is done by training and testing such models using daily data spanning the period from 2017-11-09 to 2022-05-01 and was downloaded from Yahoo finance page in their cryptocurrency section. It is observed that machine learning algorithms have high accuracy metrics in their predictions and execute quickly, although they do not result in high return on investment, nor do they surpass deep reinforcement learning in this regard.
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