The total capital in cryptocurrency markets is around two trillion dollars in 2022, which is almost the same as Apple’s market capitalisation at the same time. Increasingly, cryptocurrencies have become established in financial markets with an enormous number of transactions and trades happening every day. Similar to other financial systems, price prediction is one of the main challenges in cryptocurrency trading. Therefore, the application of artificial intelligence, as one of the tools of prediction, has emerged as a recently popular subject of investigation in the cryptocurrency domain. Since machine learning models, as opposed to traditional financial models, demonstrate satisfactory performance in quantitative finance, they seem ideal for coping with the price prediction problem in the complex and volatile cryptocurrency market. There have been several studies that have focused on applying machine learning for price and movement prediction and portfolio management in cryptocurrency markets, though these methods and models are in their early stages. This survey paper aims to review the current research trends in applications of supervised and reinforcement learning models in cryptocurrency price prediction. This study also highlights potential research gaps and possible areas for improvement. In addition, it emphasises potential challenges and research directions that will be of interest in the artificial intelligence and machine learning communities focusing on cryptocurrencies.

Resource constraint job scheduling is an important combinatorial optimization problem with many practical applications. This problem aims at determining a schedule for executing jobs on machines satisfying several constraints (e.g., precedence and resource constraints) given a shared central resource while minimizing the tardiness of the jobs. Due to the complexity of the problem, several exact, heuristic, and hybrid methods have been attempted. Despite their success, scalability is still a major issue of the existing methods. In this study, we develop a new genetic programming algorithm for resource constraint job scheduling to overcome or alleviate the scalability issue. The goal of the proposed algorithm is to evolve effective and efficient multipass heuristics by a surrogate-assisted learning mechanism and self-competitive genetic operations. The experiments show that the evolved multipass heuristics are very effective when tested with a large dataset. Moreover, the algorithm scales very well as excellent solutions are found for even the largest problem instances, outperforming existing metaheuristic and hybrid methods.

Matheuristics have been gaining in popularity for solving combinatorial optimisation problems in recent years. This new class of hybrid method combines elements of both mathematical programming for intensification and metaheuristic searches for diversification. A recent approach in this direction has been to build a neighbourhood for integer programs by merging information from several heuristic solutions, namely construct, solve, merge and adapt (CMSA). In this study, we investigate this method alongside a closely related novel approach—merge search (MS). Both methods rely on a population of solutions, and for the purposes of this study, we examine two options: (a) a constructive heuristic and (b) ant colony optimisation (ACO); that is, a method based on learning. These methods are also implemented in a parallel framework using multi-core shared memory, which leads to improving the overall efficiency. Using a resource constrained job scheduling problem as a test case, different aspects of the algorithms are investigated. We find that both methods, using ACO, are competitive with current state-of-the-art methods, outperforming them for a range of problems. Regarding MS and CMSA, the former seems more effective on medium-sized problems, whereas the latter performs better on large problems.

Operational researchers and decision modelers have aspired to optimization technologies with a self-adaptive mechanism to cope with new problem formulations. Self-adaptive mechanisms not only free users from low-level and complex development tasks to enhance optimization efficiency but also allow them to focus on addressing high-level real-world operational requirements. In recent years, there has been a growing interest in applying machine learning and artificial intelligence techniques to improve self-adaptive mechanisms. However, learning to optimize hard combinatorial optimization problems remains a challenging task. This article proposes a new genetic programming approach to evolve efficient variable selectors to enhance the search mechanism in constraint programming. Starting with a set of training instances for a specific combinatorial optimization problem, the proposed approach evaluates variable selectors and evolves them to be more efficient over a number of generations. The novelties of our proposed approach are threefold: 1) a new representation of variable selectors; 2) a new mechanism for fitness evaluations; and 3) a preselection technique. We examine performance of the proposed approach on different job-shop scheduling problems, and the results show that variable selectors can be evolved efficiently. In particular, there are substantial reductions in the computational effort required for the search component of the constraint solver as well as increased chances of finding the optimal solutions. Further analyses also confirm the efficacy of our approach in respect to scalability, generalization, and interpretability of the evolved variable selectors.