Research Article
Portfolio Optimization Model for Gold and Bitcoin Based on Weighted Unidirectional Dual-Layer LSTM Model and SMA-Slope Strategy
Table 12
Effects on SMA and SMA-slope strategies by changes in transaction commission of Bitcoin.
| | Transaction commission of gold (%) | Transaction commission of Bitcoin (%) | SMA | SMA-slope | | Total assets ($) | Rate of change (%) | Total assets ($) | Rate of change (%) |
| | 1 | 1 | 18490.8 | ā13 | 23570.5 | ā18 | | 1 | 2 | 16410.6 | 0 | 19901.6 | 0 | | 1 | 3 | 14570.8 | 11 | 16794.1 | 16 | | 1 | 4 | 12943 | 21 | 14163.5 | 29 | | 1 | 5 | 11502.6 | 30 | 11937.9 | 40 | | 1 | 6 | 10227.5 | 38 | 10056.2 | 49 | | 1 | 7 | 9098.4 | 45 | 8466 | 57 | | 1 | 8 | 8098.3 | 51 | 7123.1 | 64 | | 1 | 9 | 7212.1 | 56 | 5989.6 | 70 | | 1 | 10 | 6426.6 | 61 | 5033.5 | 75 |
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