Author(s)

Longlong Li, Ziyan Xiang, Hongrui Shen, Yutong Wu, Yongqi Ji, Shengwei Wang

Corresponding Author

Shengwei Wang

ABSTRACT

This paper will propose a reasonable, scientific, and practical decision-making plan for the quantitative investment of gold and bitcoin by establishing a model. Firstly, the random forest model was used to predict the market trend of gold and bitcoin in the next few days. The results showed that the fitting degree of the forecast model exceeded 99%. Subsequently, the objective function is established based on whether the gold trading stops the next day and the constraint conditions are determined. The Genetic Algorithm is used to solve the problem, which is necessary to prove that the proposed scheme is optimal. The RMSE index is calculated to measure the accuracy of the Random Forest Prediction.

KEYWORDS

Random Forest, Target planning, Genetic Algorithm