Haoyu Liu, Zhibing Sun, Xi Liu
Changsha University of Science and Technology, Changsha, Hunan, 410000, China
With the development of financial markets, virtual currencies, represented by bitcoin, are gradually replacing the process of money anchored by gold, and more and more people are choosing these two assets for investment. In this paper, to predict and give trading decisions for bitcoin and gold, we calculate the assetsunit price, increase, and deviation rate. In order to predict the financial data, ARIMA model is used to predict the unit price, rising rate and other indexes. Finally achieved satisfactory results. These prediction results can provide valuable guidance for investors' strategies.
Quantitative transaction; ARIMA model; Trading strategy
Haoyu Liu, Zhibing Sun, Xi Liu. Research on Financial Market Price Direction Based on ARIMA Model. Academic Journal of Business & Management (2022) Vol. 4, Issue 5: 57-60. https://doi.org/10.25236/AJBM.2022.040512.
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