Future of Information and Communication Conference (FICC) 2024
4-5 April 2024
Publication Links
IJACSA
Special Issues
Future of Information and Communication Conference (FICC)
Computing Conference
Intelligent Systems Conference (IntelliSys)
Future Technologies Conference (FTC)
International Journal of Advanced Computer Science and Applications(IJACSA), Volume 14 Issue 11, 2023.
Abstract: Bitcoin is the first and most famous cryptocurrency. It is a virtual currency that is operated in a decentralized form using cryptographic strategies called blockchains. Although it has experienced significant market acceptance by traders and investors in recent years, it also suffers from volatility and riskiness. Technical analysis is one of the most powerful tools used for trading signals’ allocation using some algorithmic strategies called technical indicators. In this research, a newly proposed multi-objectives decomposition-based particle swarm optimization algorithm is used to find the best parameter values for some technical indicators, which in turn generates the best trading signals for Bitcoin trading. In this context, three conflicting objectives have been used, i.e., the return on investment, the Sortino-ratio, and the number of trades. The proposed algorithm is compared to the original MOEA/D algorithm as well as the indicators using their original parameters. Results showed the superiority of the proposed algorithm during the training and testing periods over the other benchmarks.
Sherin M. Omran, Wessam H. El-Behaidy and Aliaa A. A. Youssif, “Bitcoin Optimized Signal Allocation Strategies using Decomposition” International Journal of Advanced Computer Science and Applications(IJACSA), 14(11), 2023. http://dx.doi.org/10.14569/IJACSA.2023.0141193
@article{Omran2023,
title = {Bitcoin Optimized Signal Allocation Strategies using Decomposition},
journal = {International Journal of Advanced Computer Science and Applications},
doi = {10.14569/IJACSA.2023.0141193},
url = {http://dx.doi.org/10.14569/IJACSA.2023.0141193},
year = {2023},
publisher = {The Science and Information Organization},
volume = {14},
number = {11},
author = {Sherin M. Omran and Wessam H. El-Behaidy and Aliaa A. A. Youssif}
}
Copyright Statement: This is an open access article licensed under a Creative Commons Attribution 4.0 International License, which permits unrestricted use, distribution, and reproduction in any medium, even commercially as long as the original work is properly cited.