A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2021; you can also visit the original URL.
The file type is
Recently, cryptocurrencies have been used as financial assets and have presented positive returns, albeit their volatility is high. This paper aims to elaborate a hypothetical cryptocurrency portfolio and to do so, employs machine learning and an optimization algorithm to define the ideal amount to be allocated in each asset. The results show the hypothetical portfolio presents superior returns and lesser volatility compared to other allocation strategies.doi:10.14393/ree-v36n1a2021-50850 fatcat:eezjfnfvsvhj7pocr7sr5gc7ay