Risk Investment Decision Making Model Based on Grey Prediction

Abstract

Market traders frequently buy and sell assets with the goal of maximizing total investment returns. There is usually a commission on each sale. Develop a model with only the daily price stream to date, Use the model to determine whether traders should buy, hold or sell assets in their portfolio on a daily basis. This article a portfolio maximization model is established. In order to develop this model, the Gray Forecast Model is first used to predict the daily transaction price flow of these two assets from the perspective of the day. Then establish a market analysis model, use the form of data segmentation fitting and prediction, select the first 260 days of data from the perspective of the day of purchase to analyze the market conditions (if it is less than 260, try to use all of it), and prepare for the next risk assessment Secondly, a risk evaluation system is established, five evaluation indicators are proposed to use the AHP model to evaluate the risk of gold and bitcoin, and the weights are established and the risk indicator Var is proposed. Finally, according to the triple [C, G, B], an investment income model is established, and the idea of dynamic programming is used to maximize the income C+G+B minus the commission. Finally, the final maximum investment of [1000,0,0] on September 11, 2016 is 154220.6385$, And visualize the daily investment plan and investment curve