Abstract:Market traders buy and sell volatile assets frequently, with a goal to maximize their total return. Two such assets are gold and bitcoin. This paper constructs a two-stage model for price prediction and trading strategy formulation. Firstly, we build a dynamic ARIMA-LSTM hybrid model. And before applying it, we use CEEMDAN method to decompose the non-stationary time series first and then reconstruct the final result by predicting each IMF and summing up weighted. And then the model can update the training set … Show more
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