---
title: Cryptocurrency Replication via Machine Learning
url: https://www.ml-quant.com/papers/ssrn/4552637/
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: SSRN 4552637
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4552637
featured: 2023-08-30
citations: unknown
topic: Crypto & DeFi
---


# Cryptocurrency Replication via Machine Learning

The paper presents a machine learning method to create synthetic cryptocurrency portfolios that mimic the risk-adjusted return profile of cryptocurrencies, providing a safer investment option.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4552637
- Identifier: SSRN 4552637
- Released: 2023-08-26
- First featured: Quant Letter No. 14 (2023-08-30): https://www.ml-quant.com/issues/2023-08-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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