Crytocurrency Portfolio Management with Convolution Neural Networks

Poster

Poster of the work can be found here: Poster

Papers

• Accepted by the conference of IntelliSys2017 (London). Preprint: arxiv:1612.01277
• A second paper submitted to JMLR. Preprint: arXiv:1706.10059

Source Code

• Source code of the finished project is now private, but part of it is still available to the public via this repository.
• Update: The full souce code (for the first and second paper) is now in public domain at https://github.com/ZhengyaoJiang/PGPortfolio

Resutls

Comparision of our backtest with other methods

Online Trading