Deep convolutional autoencoder for cryptocurrency market analysis
Machine Learning
2019-10-29 v1 Statistical Finance
Machine Learning
Abstract
This study attempts to analyze patterns in cryptocurrency markets using a special type of deep neural networks, namely a convolutional autoencoder. The method extracts the dominant features of market behavior and classifies the 40 studied cryptocurrencies into several classes for twelve 6-month periods starting from 15th May 2013. Transitions from one class to another with time are related to the maturement of cryptocurrencies. In speculative cryptocurrency markets, these findings have potential implications for investment and trading strategies.
Keywords
Cite
@article{arxiv.1910.12281,
title = {Deep convolutional autoencoder for cryptocurrency market analysis},
author = {Vladimir Puzyrev},
journal= {arXiv preprint arXiv:1910.12281},
year = {2019}
}