Abstract
Nowadays,Gold and Bitcoin are popular traded products in trading market. In order to build a trading portfolio that maximizes returns, this paper selects a gray prediction model at first, to predict the price of the traded products on the 6th day based on the historical data of the first 5 days of the trading day, and then conducts rolling analysis by using the historical data of each trading day. By following the principle of currency value maximization trading strategy, this paper selects the objective planning model and establishes the objective function representing the currency value and the constraint function of daily trading volume. Finally, the programming model is solved according to the results of the gray prediction model, and obtain the change in the value of the currency held in five years.
Publisher
Darcy & Roy Press Co. Ltd.
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