Level: MA
Responsible Person: Yu Zhang
Keywords: Enforcement learning, profit strategy, cryptocurrency trading

More and more cryptocurrencies have already been traded in many centralized markets, like Binance, which is similar to stock trading. However, cryptocurrencies are different from stocks in the fact that they have no firms that can back up their price. In this project, we want to apply enforcement learning to study a trading strategy to get profit. Is the learned strategy robust? Is it also applicable to the stock market? We will answer these questions after this project.

References:

Théate, T., & Ernst, D. (2021). An application of deep reinforcement learning to algorithmic trading. Expert Systems with Applications, 173, 114632.