Thomas Koker

Mr. Thomas Koker


Research Focus & Metrics

Academic Career Length

7Years (2020-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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Journal Article
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TKThomas Koker
Thomas Koker
DKDimitrios Koutmos
Dimitrios Koutmos
We present a model for active trading based on reinforcement machine learning and apply this to five major cryptocurrencies in circulation. In relation to a buy-and-hold approach, we demonstrate how this model yields enhanced risk-adjusted returns and serves to reduce downside risk. These findings hold when accounting for actual transaction costs. We conclude that real-world portfolio management application of the model is viable, yet, performance can vary based on how it is calibrated in test samples.