SignalTrace

Tag: crypto

8 items with this tag.

  • May 22, 2026

    FinRL Framework and Contests

    • reinforcement-learning
    • markov-decision-process
    • backtest
    • out-of-sample
    • replication
    • equities
    • crypto
    • academic-paper
  • May 22, 2026

    Cryptocurrency Market

    • crypto
    • reinforcement-learning
    • regime-switching
    • hidden-markov-model
    • overfitting-risk
    • backtest
    • transaction-costs
    • trading-strategy
  • May 22, 2026

    Statistical Jump Model

    • model
    • regime-switching
    • hidden-markov-model
    • out-of-sample
    • transaction-costs
    • equities
    • crypto
    • academic-paper
  • May 22, 2026

    Risk-Aware Deep Reinforcement Learning for Crypto and Equity Trading Under Transaction Costs

    • academic-paper
    • reinforcement-learning
    • markov-decision-process
    • crypto
    • equities
    • transaction-costs
    • out-of-sample
    • backtest
  • May 22, 2026

    Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models

    • academic-paper
    • regime-switching
    • hidden-markov-model
    • crypto
  • May 22, 2026

    What drives cryptocurrency returns? A sparse statistical jump model approach

    • academic-paper
    • regime-switching
    • crypto
    • replication
  • May 22, 2026

    Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting

    • academic-paper
    • reinforcement-learning
    • markov-decision-process
    • overfitting-risk
    • crypto
    • backtest
    • out-of-sample
    • transaction-costs
    • replication
  • May 22, 2026

    Reinforcement Learning-Based Cryptocurrency Portfolio Management Using Soft Actor-Critic and Deep Deterministic Policy Gradient Algorithms

    • academic-paper
    • reinforcement-learning
    • markov-decision-process
    • crypto
    • backtest
    • profitability-claim
    • transaction-costs

Research by John Montgomery · SignalTrace

This vault is one of SignalTrace's primary-source research investigations — every claim traced to the document it came from. SignalTrace builds the same queryable, fully-cited knowledge graphs on commission.

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