In recent years, the tendency of the number of financial institutions to include cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have some commonalities with more traditional assets, they have their own separate nature and their behaviour as an asset is still in the process of being understood. It is therefore important to summarise existing research papers and results on cryptocurrency trading, including available trading platforms, trading signals, trading strategy research and risk management. This paper provides a comprehensive survey of cryptocurrency trading research, by covering 146 research papers on various aspects of cryptocurrency trading (e.g., cryptocurrency trading systems, bubble and extreme condition, prediction of volatility and return, crypto-assets portfolio construction and crypto-assets, technical trading and others). This paper also analyses datasets, research trends and distribution among research objects (contents/properties) and technologies, concluding with some promising opportunities that remain open in cryptocurrency trading.
The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger volatility and illiquidity. This paper is inspired by the recent success of using machine learning for stock market prediction. In this work, we analyze and present the characteristics of the cryptocurrency market in a high-frequency setting. In particular, we applied a machine learning approach to predict the direction of the mid-price changes on the upcoming tick. We show that there are universal features amongst cryptocurrencies which lead to models outperforming asset-specific ones. We also show that there is little point in feeding machine learning models with long sequences of data points; predictions do not improve. Furthermore, we solve the technical challenge to design a lean predictor, which performs well on live data downloaded from crypto exchanges. A novel retraining method is defined and adopted towards this end. Finally, the trade-off between model accuracy and frequency of training is analyzed in the context of multi-label prediction. Overall, we demonstrate that promising results are possible for cryptocurrencies on live data, by achieving a consistent 78% accuracy on the prediction of the mid-price movement on live exchange rate of Bitcoins vs. US dollars.
Bug localization is the automated process of finding the possible faulty files in a software project. Bug localization allows developers to concentrate on vital files. Information retrieval (IR)-based approaches have been proposed to assist automatically identify software defects by using bug report information. However, some bug reports that are not semantically related to the relevant code are not helpful to IR-based systems. Running an IR-based reporting system can lead to false-positive results. In this paper, we propose a classification model for classifying a bug report as either uninformative or informative. Our approach helps to lower false positives and increase ranking performances by filtering uninformative information before running an IR-based bug location system. The model is based on implicit features learned from bug reports that use neural networks and explicit features defined manually. We test our proposed model on three open-source software projects that contain over 9000 bug reports. The results of the evaluation show that our model enhances the efficiency of a developed IR-based system in the trade-off between precision and recall. For implicit features, our tests with comparisons show that the LSTM network performs better than the CNN and multilayer perceptron with respect to the F-measurements. Combining both implicit and explicit features outperforms using only implicit features. Our classification model helps improve precision in bug localization tasks when precision is considered more important than recall.
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