---
title: Algorithmic Investment Strategies on Bitcoin Data
url: https://www.ml-quant.com/papers/repec/war-wpaper-2024-27/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:war:wpaper:2024-27
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.wne.uw.edu.pl%2Fdownload_file%2F5067%2F0%3Bh%3Drepec%3Awar%3Awpaper%3A2024-27
featured: 2025-01-08
citations: unknown
topic: Crypto & DeFi
---


# Algorithmic Investment Strategies on Bitcoin Data

The thesis demonstrates that an automated Bitcoin trading strategy built using Informer architecture and trained with the GMADL loss function is superior to other strategies.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.wne.uw.edu.pl%2Fdownload_file%2F5067%2F0%3Bh%3Drepec%3Awar%3Awpaper%3A2024-27
- Identifier: RePEc:war:wpaper:2024-27
- Released: 2024-06-18
- First featured: Quant Letter No. 81 (2025-01-08): https://www.ml-quant.com/issues/2025-01-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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