Research Article

Portfolio Optimization Model for Gold and Bitcoin Based on Weighted Unidirectional Dual-Layer LSTM Model and SMA-Slope Strategy

Table 5

Performance comparison with different weights for Bitcoin of the LSTM model.

(%)

Unidirectional dual-layer 0.40.320.28354788.3113595.64100.99822.119473.7885
0.40.50.1253736.0019503.72210.99871.587182.0485