An optimal portfolio method based on real time prediction of gold and bitcoin prices
Aiming at the portfolio problem of gold and bitcoin with a given linear trading commission, this paper puts forward the stage implementation forecast and optimal portfolio model. In the aspect of data prediction, SMA is used to predict the initial data, LSTM is used to predict the price trend of lon...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2022-12-01
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| Series: | Systems Science & Control Engineering |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/21642583.2022.2096149 |