An automated cryptocurrency trading system based on the detection of unusual price movements with a Time-Series Clustering-Based approach

Faruk Ozer,C. Okan Sakar

Expert Systems with Applications(2022)

引用 10|浏览24
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摘要
•We propose an end-to-end automated cryptocurrency trading system.•We detect and remove the periods with unusual price movements.•We use various classification algorithms for the prediction of price direction.•The outlier detection step significantly increases return on investment.•During the highly volatile periods the trading system becomes more profitable.
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关键词
Price prediction,Dynamic time warping,Hierarchical clustering,Anomaly detection,Outlier detection,Machine learning
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