Abstract
In this paper, we use Analytic Hierarchy Process (AHP) to determine the appropriate weights and establish a bull market and bear market judgment indicator and investment risk models. Secondly, the Autoregressive Integrated Moving Average model (ARIMA) is constructed to make the expected trend for the next five years, and the optimal asset portfolio of gold assets and bitcoin assets is constructed through quadratic programming, and the Dynamic Programming (DP) model is used to compare strategies between two trades. Finally, the rationality of the model calculation is verified by the test of Long-Short-Term Memory (LSTM).
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