Development of a Cryptocurrency Trading Strategy Using Machine Learning Methods
- Authors: Mikhaiylova S.S.1, Sabirova S.A.1
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Affiliations:
- Financial University under the Government of the Russian Federation
- Issue: Vol 11, No 2 (2024)
- Pages: 11-21
- Section: ИСКУССТВЕННЫЙ ИНТЕЛЛЕКТ И МАШИННОЕ ОБУЧЕНИЕ
- URL: https://journals.eco-vector.com/2313-223X/article/view/635808
- DOI: https://doi.org/10.33693/2313-223X-2024-11-2-11-21
- EDN: https://elibrary.ru/MGSSER
- ID: 635808
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Abstract
This article presents the results of a study aimed at forecasting signals for buying and selling Bitcoin cryptocurrency using machine learning models. The conducted analysis included the study of cryptocurrency features and markets, technical analysis, development of trading strategies, application of mathematical methods based on moving averages, and building classification models for buy or sell signals. The results demonstrate the effectiveness of applying machine learning models in modern trading strategies in the cryptocurrency market.
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About the authors
Svetlana S. Mikhaiylova
Financial University under the Government of the Russian Federation
Author for correspondence.
Email: ssmihajlova@fa.ru
ORCID iD: 0000-0001-9183-8519
Dr. Sci. (Econ.), Associate Professor, Professor, Department of Data Analysis and Machine Learning, Faculty of Information Technologyand and Big Data Analysis
Russian Federation, MoscowSabina A. Sabirova
Financial University under the Government of the Russian Federation
Email: 202617@edu.fa.ru
Faculty of Information Technology and Big Data Analysis
Russian Federation, MoscowReferences
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