Best Strategy: Lower Risk & Higher Return

Abstract

People have an innate desire for money. Gold and bitcoin, these two high-return investments are popular in the world. We built XGBoost-based regression prediction model and mean-absolute deviation model based on the mean-variance model. We use machine learning and construct an XGBoost regression model for prediction [1]. With the forecast data from above model, we build a mean-absolute deviation model using the final assets as the objective function to maximize the goal.