Development and application of investment prediction model based on gold and bitcoin
DOI:
https://doi.org/10.54691/bcpbm.v26i.1930Keywords:
The maximum benefits; Gold and bitcoin; Mathematical model; The robustness of the model.Abstract
How to predict the change trend of asset prices in the future and decide different operation modes in advance to obtain the maximum benefits is the concern of investors. Taking gold and bitcoin as examples, this paper develops an appropriate mathematical model that uses only the past daily price stream to help traders determine whether to buy, hold or sell assets in their portfolio every day. At the same time, the robustness of the model is analyzed by robustness. The study found that holding US $1000 on September 11, 2016 will eventually maximize profits on September 10, 2021.
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