Abstract
Portfolio is a scientific model that maximizes returns and minimizes risks. It is widely used in production and life, such as stock investment, production optimization, and engi-neering models. This article selects the stocks of Google, Microsoft, Nvidia, Amazon, and Tesla from September 1, 2022, to March 1, 2023. First, this article uses the LSTM model to learn the top 70% of the data, and predicts the bottom 30% of the data, then use the portfolio strategy for the forecast results. Thus, this paper gets the maximum return model and the minimum risk model on the effective frontier of Monte Carlo. By applying two models of the portfolio and combining two results with the S&P 500 within the same time frame, this article draws a conclusion that models in this paper are better. This article pro-vides a portfolio method using the latest LSTM model as a forecasting model, and the comparison reflects the power of the joint use of the LSTM model and the portfolio mod-el.
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