Yahoo Finance

Company · 3 documents

Key number

37.22% %

DRL-PPO Annual Return. Research Square p.2

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85.0 %

Bitcoin Buy-and-Hold CAGR (Yahoo Finance). Zenodo (CERN European Organization for Nuclear Research) p.6

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97.6%

Model Prediction Accuracy. PLoS ONE p.1

Optimization of Dynamic Crypto Portfolios via Deep Reinforcement Learning Under Transaction Costs

Research paperResearch SquareNovember 202618 pages

The DRL-PPO strategy generated an annualized return of 37.22% under a 0.1% transaction cost constraint.

Simulated Losses, Exchange-App Activity, and Bitcoin Buy-and-Hold: A Methodological Re-Examination of BIS Working Paper No. 1049

Research paperZenodo (CERN European Organization for Nuclear Research)November 202614 pages

BIS Working Paper No. 1049 assembled a Sensor Tower panel of retail crypto-exchange app downloads and daily active users (DAUs) covering 95 countries from August 2015 to June 2022.

Reinforcement Learning-Driven Optimal Capital Allocation for Intelligent Finance

Research paperPLoS ONEOctober 202631 pages

The proposed DAC-CPPO model achieves an overall accuracy of 97.6%, an MAE of 0.074, and an RMSE of 0.081 for portfolio optimization.