Author(s)

Zhixuan Hong ¹, Ruiyu Yang ², Dongsheng Liu ³

Affiliation(s)

¹ School of Automation (School of Artificial Intelligence), Hangzhou Dianzi University, Hangzhou, 310020, China
² School of Electronics & Information (School of Micro-electronics), Hangzhou Dianzi University, Hangzhou, 310020, China
³ Hangzhou Dianzi University-ITMO University Joint Institute, Hangzhou Dianzi University, Hangzhou, 310020, China

Corresponding Author

Zhixuan Hong

ABSTRACT

In order to formulate the best investment strategy, this paper takes gold and bitcoin as examples to establish an investment strategy model. The model is based on ARIMA time series prediction model. Finally, the best transaction model is determined on this basis.

KEYWORDS

The best investment strategy, Gold and bitcoin, Investment strategy model, ARIMA time series prediction model, The best transaction model

CITE THIS PAPER

Zhixuan Hong, Ruiyu Yang, Dongsheng Liu, Research on gold and bitcoin portfolio strategy based on ARIMA time series prediction model. Financial Engineering and Risk Management (2022) Vol. 5: 98-105. DOI: http://dx.doi.org/10.23977/ferm.2022.050312.

REFERENCES

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[4] J.F. Fei. Research on multi-variety multi-strategy quantitative investment port-folio in Chinese commodity futures market [D]. Zhejiang University,2018.
[5] W.H. Ye. Research on the effectiveness of double-average trading strategy based on CSI 300 full-return index [D]. Guangdong University of Foreign Studies,2016.
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[8] Z.C. Zhou. Research on the strategy of individual investment in A-shares [D]. Guangxi University, 2013.

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