Best Strategy: Lower Risk & Higher Return
DOI:
https://doi.org/10.54691/bcpbm.v46i.5082Keywords:
Gold; Bitcoin; Trading Strategies; Genetic Algorithm.Abstract
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.
Downloads
References
Guo Changdong. Research on stock prediction based on XGBoost model, 2021.
Lin Xiumei. An empirical study of momentum investment strategies and reverse investment strategies in China's stock market, 2004.
Liang Xuanzhe. A preliminary investigation of quantitative investment in A-shares based on XGBoost, 2021.
Cao Wen. An empirical study of multi-factor stock selection based on XGBoost, 2021.
Vaughnroy Andrae A.Smith. Interactive Genetic Algorithm for Composing Melodies, 2019.
Ba Daoqi. A Multi-Agent Self-Adaptive Genetic Algorithm for Multi-Objective Optimization, 2021.
Wang Puhui. Research and application of quantitative investment decision-making based on machine learning, 2021.
Lin Xiumei. An empirical study of momentum investment strategies and reverse investment strategies in China's stock market, 2004.
Raji Mordecai Folarin. Fast Optimization of Sparse Antenna Array Using Genetic Algorithm and Greens Function, 2018.
Lou Yunjing. Design and implementation of a telecom fraud identification system based on value iteration, 2021.
Zhao Mengna. Research on quantitative strategies based on SVM and BP neural networks, 2021.
Downloads
Published
Issue
Section
How to Cite
