Research Article
Portfolio Optimization Model for Gold and Bitcoin Based on Weighted Unidirectional Dual-Layer LSTM Model and SMA-Slope Strategy
Table 9
Optimal asset results by global search.
| | BITCOIN_k_negative | BITCOIN_k_positive | GOLD_k_negative | GOLD_k_positive | Empty ($) | Gold assets ($) | Bitcoin assets ($) | Total assets ($) |
| | 1 | 8 | 7 | 5 | 134.641 | 176.012 | 36950.113 | 37260.767 | | 1 | 8 | 8 | 5 | 134.659 | 176.035 | 36954.796 | 37265.490 | | 1 | 8 | 9 | 5 | 134.659 | 176.035 | 36954.796 | 37265.490 | | 1 | 9 | 7 | 5 | 134.659 | 176.035 | 36954.796 | 37265.490 | | 1 | 9 | 8 | 5 | 134.659 | 176.035 | 36954.796 | 37265.490 | | 1 | 9 | 9 | 5 | 134.659 | 176.035 | 36954.796 | 37265.490 | | 1 | Null | 7 | 5 | 134.659 | 176.035 | 36954.796 | 37265.490 | | 1 | 8 | Null | 5 | 134.659 | 176.035 | 36954.796 | 37265.490 | | 1 | Null | Null | 5 | 134.659 | 176.035 | 36954.796 | 37265.490 |
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