{"id":"https://openalex.org/W4406737156","doi":"https://doi.org/10.1109/bcca62388.2024.10844499","title":"Simulating Algorithmic Crypto Trading Strategies Using Reinforcement Learning","display_name":"Simulating Algorithmic Crypto Trading Strategies Using Reinforcement Learning","publication_year":2024,"publication_date":"2024-11-26","ids":{"openalex":"https://openalex.org/W4406737156","doi":"https://doi.org/10.1109/bcca62388.2024.10844499"},"language":"en","primary_location":{"id":"doi:10.1109/bcca62388.2024.10844499","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bcca62388.2024.10844499","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 6th International Conference on Blockchain Computing and Applications (BCCA)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5115998048","display_name":"Chamseddine Hajri","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Chamseddine Hajri","raw_affiliation_strings":["Texpect Lab,France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Texpect Lab,France","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5115998049","display_name":"Bertrand Warot","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Bertrand Warot","raw_affiliation_strings":["Ejara Lab,France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ejara Lab,France","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5115995535","display_name":"Nelly Chatue Diop","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Nelly Chatue Diop","raw_affiliation_strings":["Ejara Lab,France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ejara Lab,France","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5042734299","display_name":"Sami Souihi","orcid":"https://orcid.org/0000-0001-5884-1425"},"institutions":[{"id":"https://openalex.org/I197681013","display_name":"Universit\u00e9 Paris-Est Cr\u00e9teil","ror":"https://ror.org/05ggc9x40","country_code":"FR","type":"education","lineage":["https://openalex.org/I197681013"]},{"id":"https://openalex.org/I2800365227","display_name":"Paris-Est Sup","ror":"https://ror.org/0268ecp52","country_code":"FR","type":"education","lineage":["https://openalex.org/I2800365227"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Sami Souihi","raw_affiliation_strings":["University of Paris-Est Creteil,LISSI-TincNET Research Team,France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Paris-Est Creteil,LISSI-TincNET Research Team,France","institution_ids":["https://openalex.org/I2800365227","https://openalex.org/I197681013"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.4329,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.71280319,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"542","last_page":"543"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.7217000126838684,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.7217000126838684,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6366999745368958,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.5892000198364258,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.8542385101318359},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7300876975059509},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3690938949584961}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.8542385101318359},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7300876975059509},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3690938949584961}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/bcca62388.2024.10844499","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bcca62388.2024.10844499","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 6th International Conference on Blockchain Computing and Applications (BCCA)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W2145339207","https://openalex.org/W2973184394","https://openalex.org/W3147968035","https://openalex.org/W4389193310","https://openalex.org/W4392162332","https://openalex.org/W6718092244","https://openalex.org/W6838949746","https://openalex.org/W6852480522"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W4306904969","https://openalex.org/W4391913857","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2138720691","https://openalex.org/W2376932109"],"abstract_inverted_index":{"In":[0],"this":[1],"study,":[2],"we":[3],"investigate":[4],"using":[5,23],"the":[6,70],"AMP":[7,71],"(Adversarial":[8],"Motion":[9],"Priors)":[10],"agent":[11,72],"for":[12],"cryptocurrency":[13],"trading.":[14],"Our":[15,30],"main":[16],"objective":[17],"is":[18,32,52],"to":[19,33,56,73,81],"simulate":[20],"trading":[21,35,79],"algorithms":[22],"Reinforcement":[24],"Learning":[25],"and":[26,59,65,84],"Generative":[27],"Adversial":[28],"Networks.":[29],"goal":[31],"refine":[34],"decisions":[36],"by":[37],"simulating":[38],"custom":[39],"moving":[40],"average":[41],"crossover":[42],"strategies.":[43],"While":[44],"our":[45,50],"initial":[46],"results":[47],"show":[48],"promise,":[49],"work":[51],"still":[53],"in":[54],"progress":[55],"increase":[57],"stability":[58],"optimize":[60],"decision":[61],"making.":[62],"Future":[63],"research":[64],"improvements":[66],"will":[67],"involve":[68],"subjecting":[69],"a":[74],"variety":[75],"of":[76],"algorithmic":[77],"crypto":[78],"strategies":[80],"comprehensively":[82],"validate":[83],"establish":[85],"its":[86],"effectiveness.":[87]},"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}