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Record W4386803121 · doi:10.23977/acss.2023.070701

Analysis of the best trading strategies based on neural networks

2023· article· en· W4386803121 on OpenAlexvenueno aff
Shurong Dong

Bibliographic record

VenueAdvances in Computer Signals and Systems · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsComputer scienceTrading strategyTechnical analysisAutoregressive integrated moving averageVolatility (finance)EconometricsFutures contractArtificial neural networkAlgorithmic tradingInvestment (military)Artificial intelligenceTime seriesMachine learningEconomicsFinancial economics

Abstract

fetched live from OpenAlex

This article build a prediction model based on the historical trading volume of gold and Bitcoin, then establish an investment return maximization model to maximize the return amount, and finally propose a feasible trading strategy to traders based on the model results. First, this article will process the data visualization after missing values to analyze the trend of bitcoin and gold trading volume, yield, risk and volatility respectively. Second, This article combine the ARIMA model and the LSTM model to establish an ensemble learning model, and use the critic method to combine the two series of predictions with appropriate weights to predict the asset price of gold and bitcoin for each trading day during the period from 2016 to 2021, again, According to the ensemble learning prediction results, the optimal average cost method (DCA) (DCA) is used to solve the prediction curve and verify the optimality, and it is concluded that there is a maximum benefit when k=19% and p=54%. Finally, based on the above predictive analysis results, this article explain to traders the model building process and the results it presents, and propose feasible investment decisions about gold and bitcoin from the aspects of trading behavior and trading psychology.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.574
Threshold uncertainty score0.315

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.004
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.115
GPT teacher head0.399
Teacher spread0.284 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

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