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

<table class="table-group" id="tab6"><tr><td><table class="table"><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr class="thead"><td class="align_left">Symbol</td><td class="align_center">Definition</td></tr><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr><td class="align_left">Gold</td><td class="align_center">Accumulated holding value of gold.</td></tr><tr><td class="align_left">Bitcoin</td><td class="align_center">Accumulated holding of Bitcoin.</td></tr><tr><td class="align_left">Short</td><td class="align_center">Cumulative remaining value of assets.</td></tr><tr><td class="align_left">Total</td><td class="align_center">Cumulative total value of assets.</td></tr><tr><td class="align_left">Buy position ratio</td><td class="align_center">The ratio of value of assets that are bought to the cumulative remaining value of assets.</td></tr><tr><td class="align_left">Sell position ratio</td><td class="align_center">The ratio of value of assets that are sold to the cumulative remaining value of assets.</td></tr><tr><td class="align_left">Buy position ratio for the first time/after clearance</td><td class="align_center">Buy position ratio for first purchase at the beginning and the first purchase after short position.</td></tr><tr class="table-tr"><td colspan="2"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Notations used in this section.</div>

Computational Intelligence and Neuroscience

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Table 6

Table 6: Portfolio Optimization Model for Gold and Bitcoin Based on Weighted Unidirectional Dual-Layer LSTM Model and SMA-Slope Strategy 