Nowadays, Artificial Intelligence (AI) is changing our daily life in many application fields. Automatic trading has inspired a large number of field experts and scientists in developing innovative techniques and deploying cutting-edge technologies to trade different markets. In this context, cryptocurrency has given new interest in the application of AI techniques for predicting the future price of a financial asset. In this work Deep Reinforcement Learning is applied to trade bitcoin. More precisely, Double and Dueling Double Deep Q-learning Networks are compared over a period of almost four years. Two reward functions are also tested: Sharpe ratio and profit reward functions. The Double Deep Q-learning trading system based on Sharpe ratio reward function demonstrated to be the most profitable approach for trading bitcoin.

scihub/10.1007/978-3-030-19823-7_20.pdf

Artificial Intelligence Applications And Innovations: 15th Ifip Wg 12.5 International Conference, Aiai 2019, Hersonissos, Crete, Greece, May 24-26, ... In Information And Communication Technology)

Artificial Intelligence Applications and Innovations: 15th IFIP WG 12.5 International Conference, AIAI 2019, Hersonissos, Crete, Greece, May 24–26, 2019, ... and Communication Technology Book 559)

Artificial Intelligence Applications and Innovations : 15th IFIP WG 12.5 International Conference, AIAI 2019, Hersonissos, Crete, Greece, May 24{u2013}26, 2019, Proceedings

John MacIntyre, Ilias Maglogiannis, Lazaros Iliadis, Elias Pimenidis, Lazaros S. Iliadis, Harris Papadopoulos

John Macintyre; Ilias Maglogiannis; Lazaros Iliadis; Elias Pimenidis; SpringerLink (Online service)

IFIP TC12 WG125--IFIP Conference on Artificial Intelligence Applications and Innovations

Artificial Intelligence Applications and Innovations Conference

Author

Springer Nature Switzerland AG

IFIP advances in information and communication technology, Cham, Switzerland, 2019

Springer Nature, Cham, 2019

1st ed. 2019, Cham :, 2019

Switzerland, Switzerland

May 12, 2019

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Referenced by: doi:10.3905/jpm.1994.409501 doi:10.1515/9781400874651 doi:10.1007/978-3-030-03493-1_49 doi:10.1109/intellisys.2017.8324237 doi:10.1109/pdp2018.2018.00060 doi:10.1155/2018/8983590 doi:10.1016/j.eswa.2017.06.023 doi:10.1145/3133956.3134015 doi:10.1109/72.935097 doi:10.1561/2200000071

Source title: Artificial Intelligence Applications and Innovations: 15th IFIP WG 12.5 International Conference, AIAI 2019, Hersonissos, Crete, Greece, May 24–26, ... and Communication Technology (559))

This book constitutes the refereed proceedings of the 15th IFIP WG 12.5 International Conference on Artificial Intelligence Applications and Innovations, AIAI 2019, held in Hersonissos, Crete, Greece, in May 2019. The 49 full papers and 6 short papers presented were carefully reviewed and selected from 101 submissions. They cover a broad range of topics such as deep learning ANN; genetic algorithms - optimization; constraints modeling; ANN training algorithms; social media intelligent modeling; text mining/machine translation; fuzzy modeling; biomedical and bioinformatics algorithms and systems; feature selection; emotion recognition; hybrid Intelligent models; classification - pattern recognition; intelligent security modeling; complex stochastic games; unsupervised machine learning; ANN in industry; intelligent clustering; convolutional and recurrent ANN; recommender systems; intelligent telecommunications modeling; and intelligent hybrid systems using Internet of Things. The papers are organized in the following topical sections: AI anomaly detection - active learning; autonomous vehicles - aerial vehicles; biomedical AI; classification - clustering; constraint programming - brain inspired modeling; deep learning - convolutional ANN; fuzzy modeling; learning automata - logic based reasoning; machine learning - natural language; multi agent - IoT; nature inspired flight and robot; control - machine vision; and recommendation systems.

This book constitutes the refereed proceedings of the 9th IFIP WG 12.5 International Conference on Artificial Intelligence Applications and Innovations, AIAI 2013, held in Paphos, Cyprus, in September/October 2013. The 26 revised full papers presented together with a keynote speech at the main event and 44 papers of 8 colocated workshops were carefully reviewed and selected for inclusion in the volume. The papers of the main event are organized in topical sections on data mining, medical informatics and biomedical engineering, problem solving and scheduling, modeling and decision support systems, robotics, and intelligent signal and image processing.

IFIP Advances in Information and Communication Technology
Erscheinungsdatum: 12.05.2019