Wang, Shengyuan (2023) Trading Strategies: An Optimal Trading System based on LSTM and Dynamic Programming. In: Proceedings of the 2nd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2023, May 19–21, 2023, Hangzhou, China.
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Abstract
This study proposes a series of trading strategies for maximizing total return of Gold and Bitcoin assets over the past five years, while considering transaction commission. The authors preprocess the data by treating the floating prices of Gold and Bitcoin as two stocks, removing missing values, an
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:34 |
| Last Modified: | 17 Apr 2026 02:31 |
| URI: | http://eprints.eai.eu/id/eprint/44343 |
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