The role of deep reinforcement learning in portfolio optimization with cryptocurrency inclusion: a systematic literature review

This paper explores strategies for optimizing portfolios that incorporate cryptocurrencies, diversification benefits, and using machine learning techniques. This paper reviews fifty peer-reviewed articles mainly from Scopus database from the year 2020 to 2025. The findings indicate the potential of cryptocurrencies to enhance portfolio diversification, particularly in emerging markets, while explores the role of deep reinforcement learning (DRL) as a robust technique that helps optimize cryptocurrency-inclusive portfolio.