Research on Gold and Bitcoin Price Prediction Model and Sensitivity Analysis

Yuhan Sun ； Shumiao Xie ； Nan Li

《World Scientific Research Journal》 8卷8期 (2022/08) Pp. 468-471

https://doi.org/10.6911/WSRJ.202208_8(8).0063

摘要

In this paper, an auto region moving average module(ARMA) is established. According to the price data so far, put forward the best daily trading strategy. By implementing this strategy, find out how much the original $1000 is worth now. Finally, sensitivity analysis is carried out to determine how transaction costs affect investment strategies and results.

關鍵字

ARMA ； Sensitivity analysis

參考文獻

http://www.nmmcm.org.cn/match_detail/18

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