首页|Investigators at Brunel University London Detail Findings in Machine Learning (F orecasting Digital Asset Return: an Application of Machine Learning Model)
Investigators at Brunel University London Detail Findings in Machine Learning (F orecasting Digital Asset Return: an Application of Machine Learning Model)
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By a News Reporter-Staff News Editor at Robotics & Machine Learning DailyNews Daily News - Data detailed on Machine Learning have been presented. According to news reportingout of Uxbridge, United Kingdom, by NewsRx editors, research stated, “In this study, we aim to identify themachine learning model that can overcome the limitations of traditional statistical mod elling techniquesin forecasting Bitcoin prices. Also, we outline the necessary conditions that make the model suitable.”Our news journalists obtained a quote from the research from Brunel University L ondon, “We drawon a multivariate large data set of Bitcoin prices and its marke t microstructure variables and apply threemachine learning models, namely doubl e deep Q-learning, XGBoost and ARFIMA-GARCH. The findingsshow that the double d eep Q-learning model outperforms the others in terms of returns and Sortino ratio and is capable of one-step-ahead sign forecast of the returns even on syntheti c data.”
UxbridgeUnited KingdomEuropeCyborg sEmerging TechnologiesMachine LearningBrunel University London
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