We show how one can learn an end-to-end strategy for cryptocurrency trading using deep reinforcement learning.

Algorithmic trading strategies traditionally have two components: price prediction and the trading policy. The price prediction component takes historical price data p_0, p_1, ... as input and returns predictions y for prices, possibly for…

Two major criticisms of deep learning, and strong supervised techniques in general (eg random forests) are the following:

  1. The predictions are not explainable;
  2. They cannot provide uncertainty estimates

They can in fact provide both. In this post I wanted to look at the second item — providing uncertainty estimates. Typically…

I recently decided to stop using AWS and build my own machine for deep learning work (edit: I actually did this several months ago but only just got round to writing this up. There are more guides available now, but when I built it I ended up sending various parts…

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store