Author:
Rong Sidi,Sun Tianyou,Hui Dai
Abstract
In this paper, we preprocessed the data for outliers and added the prices of gold and bitcoin to the training. At the same time, based on the price of the day, we also established a strategy model based on the Sharpe ratio and particle swarm algorithm. We established a comprehensive planning model for cash, gold, and Bitcoin through the planning process. A particle swarm algorithm simulated the optimization process, and the optimal solution was found. Finally, through the sensitivity analysis, we found that as the transaction fee increases, the number of transactions of gold and Bitcoin decreases significantly, and the value decreases.
Publisher
Darcy & Roy Press Co. Ltd.
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