论文标题
功能丰富的长期比特币交易助理
Feature-Rich Long-term Bitcoin Trading Assistant
论文作者
论文摘要
长期以来，研究和分析财务指数一直对金融界引起了重大兴趣。最近，人们对深入学习的社区的利用越来越兴趣利用增强学习，这在许多领域中都超过了以前的许多基准。我们的方法为加固学习代理提供了丰富的特征环境。目的是向用户提供长期利润，因此，我们考虑了最可靠的技术指标。我们还开发了一个自定义指标，该指标将为用户提供更好的见解。比特币市场遵循交易者的情绪和情感，因此我们交易环境的另一个要素是Twitter上市场的总体情绪得分。对代理进行了685天的测试，其中还包括Covid-19的挥发性期。它已经能够提供可靠的建议，可提供约69％的平均利润。最后，代理商还能够通过网站向用户提出最佳操作。网站上的用户还可以访问指标的可视化，以帮助加强其决策。
For a long time predicting, studying and analyzing financial indices has been of major interest for the financial community. Recently, there has been a growing interest in the Deep-Learning community to make use of reinforcement learning which has surpassed many of the previous benchmarks in a lot of fields. Our method provides a feature rich environment for the reinforcement learning agent to work on. The aim is to provide long term profits to the user so, we took into consideration the most reliable technical indicators. We have also developed a custom indicator which would provide better insights of the Bitcoin market to the user. The Bitcoin market follows the emotions and sentiments of the traders, so another element of our trading environment is the overall daily Sentiment Score of the market on Twitter. The agent is tested for a period of 685 days which also included the volatile period of Covid-19. It has been capable of providing reliable recommendations which give an average profit of about 69%. Finally, the agent is also capable of suggesting the optimal actions to the user through a website. Users on the website can also access the visualizations of the indicators to help fortify their decisions.
