The Art of Investing: The Secrets of Gold and Bitcoin Prices

Zhuofan Zhong, Shijie Gao, Jiahui Huang, Haoyu Zhou, Siyu Xu, Yang Lin
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引用次数: 0

Abstract

Market traders frequently buy and sell volatile assets with the goal of maximizing total returns. In the complex market, how to predict the general trend of the market more accurately, how to determine the buying point or selling point, to maximize the target income, is the primary consideration of investors more scientifically and reasonably. In this paper, based on the closing price data of bitcoin and gold on Nasdaq from September 11, 2016 to September 10, 2021,[1] we first build a LSTM neural network prediction model for sliding sequence prediction, on this basis, we build a trading strategy selection model based on nonlinear programming, and introduce Monte Carlo algorithm to optimize the solution.
投资的艺术:黄金和比特币价格的秘密
市场交易者经常买卖波动较大的资产,目标是使总收益最大化。在复杂的市场中,如何更准确地预测市场的大趋势,如何确定买入点或卖出点,使目标收益最大化,是投资者更科学合理的首要考虑。本文基于2016年9月11日至2021年9月10日纳斯达克比特币和黄金收盘价格数据[1],首先构建了用于滑动序列预测的LSTM神经网络预测模型,在此基础上构建了基于非线性规划的交易策略选择模型,并引入蒙特卡罗算法对其进行优化求解。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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