Trading Prediction Model and Strategy Formulation Based on Grey System
DOI:
https://doi.org/10.54097/hset.v4i.857Keywords:
Grey prediction, GM (1, 1), association rule algorithm, incremental progress, predict investment.Abstract
In this paper, we study the optimal investment strategy between gold and Bitcoin, establish a market price forecasting system using the grey forecasting model GM (1,1), and calculate the optimal investment between gold and Bitcoin through the association rule algorithm. Optimal investment ratio, and then determine the maximum return. The establishment of predictive investment models helps investors to formulate optimal investment plans. The established model can use certain data from previous years to predict the future exchange rate prices of gold and bitcoin and help trading investors make optimal buying and selling decisions. It has a certain model planning ability for investment in real life and has specific practical significance for trade investors.
Downloads
References
Q. Tianhua, Stock price forecasting based on gray model and ARIMA mode, Computer Age, 2021(10):83-85+89.
L. Lin, Spss data regression analysis and gray prediction, Mathematical Learning and Research, 2021(29):136-137.
H. P. Zhang, J. M. Zhu, Optimal design of multi-stock portfolio investment strategy based on risk diversification, Journal of Henan University of Science and Technology (Natural Science Edition), 2020,48(04):62-70.
J.L. Zhu, Y. Z. Fu, Y. I. Chen, Portfolio model and its application, Computer Technology and Development, 2013, 23(12):168-170+174.
Y. Peng. Research on SSE 50 ETF price prediction and option strategy based on GA-LSTM, Northwestern University, 2021.
Downloads
Published
Issue
Section
License

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.







