最佳策略:低风险高回报

Jingyi Shi
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引用次数: 0

摘要

人们对金钱有一种天生的欲望。黄金和比特币这两种高回报投资风靡全球。在均值-方差模型的基础上,建立了基于xgboost的回归预测模型和均值-绝对偏差模型。我们使用机器学习,构建了一个XGBoost回归模型进行预测[1]。利用上述模型的预测数据,我们建立了以最终资产为目标函数,实现目标最大化的均值-绝对偏差模型。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Best Strategy: Lower Risk & Higher Return
People have an innate desire for money. Gold and bitcoin, these two high-return investments are popular in the world. We built XGBoost-based regression prediction model and mean-absolute deviation model based on the mean-variance model. We use machine learning and construct an XGBoost regression model for prediction [1]. With the forecast data from above model, we build a mean-absolute deviation model using the final assets as the objective function to maximize the goal.
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