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Academic Journal of Mathematical Sciences, 2023, 4(4); doi: 10.25236/AJMS.2023.040401.

Research on Investment Income of Gold and Bitcoin

Author(s)

Chenhao Lv1, Anji Wang1, Yongxuan Wang2, Zhenyi Wei2, Jiujun Zhang2

Corresponding Author:
Jiujun Zhang
Affiliation(s)

1School of Mathematics and Statistics, Liaoning University, Shenyang, 110000, China

2School of Mathematics and Statistics, Liaoning University, Shenyang, 110000, China

Abstract

In financial markets, gold and Bitcoin are common investment assets. Under a fixed commission rate, this paper predicts price changes by referring to financial indicators and established an investment strategy model influenced by known price data. This problem is part of the 2022 U.S. Mathematical Contest in Modeling (MCM) Problem C. Using the Autoregressive Integrated Moving Average (ARIMA) model to predict prices, this paper obtains visualized prediction data sequences, establishes evaluation indicators for bull and bear markets, calculates buying scores, and verifies the accuracy of the investment strategy using a multi-objective dynamic programming model.

Keywords

Portfolio; ARIMA Model; Transaction Strategy Model; Multistage Dynamic Programming Model

Cite This Paper

Chenhao Lv, Anji Wang, Yongxuan Wang, Zhenyi Wei, Jiujun Zhang. Research on Investment Income of Gold and Bitcoin. Academic Journal of Mathematical Sciences (2023) Vol. 4, Issue 4: 1-10. https://doi.org/10.25236/AJMS.2023.040401.

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