Gold or Bitcoins based on ARIMA
DOI:
https://doi.org/10.54691/bcpbm.v23i.1361Keywords:
Quantitative Investments; Time Series; ARIMA.Abstract
To be or not to be is the question that Hamlet thinks about day and night. Gold or Bitcoins is an inescapable choice for investors. With the ever rising and falling price of gold and bitcoin, making good trading decisions is of paramount importance. In this paper, we systematically investigate how data can be used to quantify the factors that influence trading and make the final decision. We build time series with the prices of gold and bitcoin for the past five years. We obtained forecast curves with excellent fit by seasonality analysis and ARIMA time series model forecasts.
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