Provide Bitcoin's daily optimal trading strategy based on LSTM

Abstract

The purpose of this report is to develop a model that gives the best daily trading strategy based only on the price data before the day. We want to provide traders with strategies that will enable them to maximize their returns.we first utilize the LSTM time series neural network model using the first 956 data sets are used for training , and the subsequent 300 test sets are used to evaluate the model accuracy, calculate the prediction error and word comparison plots, and assess the difference between the prediction performance of the model and the actual value,This method has a better credibility. Finally, based on this model, we construct the optimal trading strategy model with the maximum value of total assets held as the objective function, add constraints, and finally arrive at an investment value of $1000.