The sharing of similar knowledge on Monte Carlo algorithm applies to cryptocurrency trading problem

Name: Ekkarat Adsawinnawanawa

Organization : Dhurakij Pundit University. College of Innovative Technology and Engineering

Email : Ekkaratadsawinnawanawa@gmail.com

Name: Narongdech Keeratipranon

Organization : Dhurakij Pundit University. College of Innovative Technology and Engineering

Email : Narongdech.ken@dpu.ac.th

keyword: Cryptocurrency

LCSH: Monte Carlo method

; Knowledge sharing

LCSH: Financial engineering

; Algorithmic trading

Abstract: Monte Carlo Algorithm is one of the various algorithms of Reinforcement Learning. It is used with problems that have finite states because of the memory problem. It must remember all the experiences to learn and make a decision. If the agent faces an unseen state, The Agent cannot use the experience for the decision to take the action. With these problems, we proposed the algorithm named The Sharing of Similar Knowledge on Monte Carlo Algorithm (SSKMC) to help Monte Carlo conducted with infinite states and leverage the old experience to decide the action when the agent faces a new experience (unseen state). In this paper, we tested the proposed algorithm with the Cryptocurrency Trading problem (Bitcoin) and compared the testing result of the proposed algorithm to Deep Reinforcement Learning (DRL). By the testing result of The Proposed algorithm makes net worth growth more than the DRL method by 1.55%.

King Mongkut's University of Technology North Bangkok. Central Library

Address: BANGKOK

Email: library@kmutnb.ac.th

Created: 2022

Modified: 2025-08-25

Issued: 2025-08-25

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BibliograpyCitation : In Electrical Engineering Academic Association (Thailand) and Rajamangala University of Technology Isan Khon Kaen Campus. Faculty of Engineering. The 2022 International Electrical Engineering Congress (iEECON 2022) (P01921). Khon Kaen : Rajamangala University of Technology Isan, 2022

eng

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