LSTMGA-QPSBG: An LSTM and Greedy Algorithm-based Quantitative Portfolio Strategy for Bitcoin and Gold

Zhang, Leyi (2023) LSTMGA-QPSBG: An LSTM and Greedy Algorithm-based Quantitative Portfolio Strategy for Bitcoin and Gold. 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

Quantitative trading plays a pivotal role in financial markets. Over the past decade, quantitative trading has made remarkable improvements. Due to instability and nonlinearity in financial markets, it is still challenging to formulate high-return trading strategies to address the problem of long-t

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/44349

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