cs.AI updates on arXiv.org 10月10日 12:07
CGA-Agent:优化加密货币交易策略的新框架
index_new5.html
../../../zaker_core/zaker_tpl_static/wap/tpl_guoji1.html

 

本文提出了一种名为CGA-Agent的混合框架,旨在解决加密货币市场交易策略优化难题。该框架结合遗传算法与智能多代理协调机制,实现动态金融环境下的自适应交易策略参数优化,并通过实时市场微观结构智能和自适应策略性能反馈,超越传统静态优化方法的局限。实证研究表明,该框架在三种加密货币上均表现出显著的性能提升。

arXiv:2510.07943v1 Announce Type: new Abstract: Cryptocurrency markets present formidable challenges for trading strategy optimization due to extreme volatility, non-stationary dynamics, and complex microstructure patterns that render conventional parameter optimization methods fundamentally inadequate. We introduce Cypto Genetic Algorithm Agent (CGA-Agent), a pioneering hybrid framework that synergistically integrates genetic algorithms with intelligent multi-agent coordination mechanisms for adaptive trading strategy parameter optimization in dynamic financial environments. The framework uniquely incorporates real-time market microstructure intelligence and adaptive strategy performance feedback through intelligent mechanisms that dynamically guide evolutionary processes, transcending the limitations of static optimization approaches. Comprehensive empirical evaluation across three cryptocurrencies demonstrates systematic and statistically significant performance improvements on both total returns and risk-adjusted metrics.

Fish AI Reader

Fish AI Reader

AI辅助创作,多种专业模板,深度分析,高质量内容生成。从观点提取到深度思考,FishAI为您提供全方位的创作支持。新版本引入自定义参数,让您的创作更加个性化和精准。

FishAI

FishAI

鱼阅,AI 时代的下一个智能信息助手,助你摆脱信息焦虑

联系邮箱 441953276@qq.com

相关标签

加密货币 交易策略 遗传算法 多代理系统 市场微观结构
相关文章