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This book presents a system that combines the expertise of four
algorithms, namely Gradient Tree Boosting, Logistic Regression,
Random Forest and Support Vector Classifier to trade with several
cryptocurrencies. A new method for resampling financial data is
presented as alternative to the classical time sampled data
commonly used in financial market trading. The new resampling
method uses a closing value threshold to resample the data creating
a signal better suited for financial trading, thus achieving higher
returns without increased risk. The performance of the algorithm
with the new resampling method and the classical time sampled data
are compared and the advantages of using the system developed in
this work are highlighted.
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