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PROJECT
Multi-Objective Evolutionary Optimization of Crypto Assets
Learn to optimize crypto assets using an evolutionary algorithm to minimize risk and maximize returns. Moreover, understand data loading and visualization using interactive graphs.
You will learn to:
Sample and transform the data.
Create interactive graphs using plotly in Python.
Create and view the percentage change in crypto values.
Use the pymoo module in Python to optimize multi-objective problems.
Skills
Data Visualization
Evolutionary Algorithms
Financial Optimization
Prerequisites
Intermediate knowledge of Python
Intermediate knowledge of interactive graphs
Intermediate knowledge of evolutionary algorithms
Technologies
Pymoo
Python
Plotly.js
Project Description
Crypto Asset Management (CAM) manages a portfolio of cryptocurrencies to maximize returns and minimize risk. Evolutionary Multi-objective Optimization (EMO) is used to find optimal solutions to multi-objective problems. In this project, EMO will be used to optimize a portfolio of cryptocurrencies by using risk, diversification, and returns as objectives. We will optimize the assets using SMS-EMOA, a multi-objective selection algorithm based on dominated hypervolume. This will be very useful for investors to make future investments.
In this project, we will cover the following:
- Load the data for different cryptocurrencies.
- Create interactive plots for data analysis.
- Use an evolutionary algorithm to minimize the risks and maximize the returns.
Project Tasks
1
Data Preprocessing
Task 0: Get Started
Task 1: Import Modules
Task 2: Load the Dataset
Task 3: Clean the Data
2
Data Visualization
Task 4: Plot the Dataset
Task 5: Create an Interactive Graph for Currencies
Task 6: Plot the Comparative Interactive Graph
3
Data Modeling
Task 7: Get the Percentage Change
Task 8: Calculate the Covariance and Expected Returns
Task 9: Formulate the Problem
Task 10: Create an Evaluation Function
Task 11: Formulate the Repair Function
Task 12: Optimize the Objectives
Task 13: Print the Results
Congratulations!
Relevant Courses
Use the following content to review prerequisites or explore specific concepts in detail.