Return, Diversification and Risk in Cryptocurrency Portfolios using Deep Recurrent Neural Networks and Multi-Objective Evolutionary Algorithms

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Authors: Ismael Estalayo, Javier Del Ser, Eneko Osaba, Miren Nekane Bilbao, Khan Muhammad, Akemi Galvez, Andres Iglesias

Journal title: 2019 IEEE Congress on Evolutionary Computation (CEC)

Journal publisher: IEEE

Published year: 2019

Published pages: 755-761

DOI identifier: 10.1109/cec.2019.8790121

ISBN: 978-1-7281-2153-6