Research Article
Anticipating Cryptocurrency Prices Using Machine Learning
Figure 17
Geometric mean return obtained within different periods of time. The geometric mean return computed between time “start" and “end" using the Sharpe ratio optimisation for the baseline (a), Method 1 (b), Method 2 (c), and Method 3 (d). Note that, for visualization purposes, the figure shows the translated geometric mean return G-1. Shades of red refer to negative returns and shades of blue to positive ones (see colour bar).