Abstract
This paper investigates the trading strategies for gold and bitcoin. Based on past data, future gold and bitcoin prices are given by single-step forecasting, and optimal investment strategies are also proposed. In this paper, a polynomial-ARIMA model is developed using quadratic polynomial fitting and ARIMA algorithm depending on the size of the data. This forecasting model was used for single-step forecasting of gold and bitcoin prices. After that, a GA-based dynamic programming model was proposed based on the forecasting results and the results were obtained by it.
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