Intelligent optimal investment strategy model based on LSTM

Abstract

This paper proposes a trade planning model based on deep learning, which aims to help investors make decisions on how to make trade choices every day. Firstly, we establish a value prediction model to predict the future prices of gold and bitcoin. We use the LSTM model as the basis to extract the historical semantics and context information of the price curve to help investors predict the possible price trend in the next few days. We will re predict the historical price with the trained model and compare it with the historical price curve. Then, we establish a daily trade strategy model, which can accurately guide investors how to deal with their capital every day. According to the existing market rules and general assumptions, we propose the expression of daily fund holding, and give the corresponding constraint condition. Through our calculation and planning, we can obtain the income of 194283 dollars on September 10, 2021. The calculation results of some dates are shown in table below. The model we established in this paper is simple, easy to be popularized, reasonable and practical. It has good robustness and generalization ability in the face of new data sets.