Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China

Research Article

The Formulation of Investment Strategy Based on ARIMA Model

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  • @INPROCEEDINGS{10.4108/eai.17-6-2022.2322763,
        author={Wenkai  Cui and Jilong  Zhou and Yubo  Shan},
        title={The Formulation of Investment Strategy Based on ARIMA Model},
        proceedings={Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China},
        publisher={EAI},
        proceedings_a={ICIDC},
        year={2022},
        month={10},
        keywords={bitcoin arima investment portfolio apriori algorithm},
        doi={10.4108/eai.17-6-2022.2322763}
    }
    
  • Wenkai Cui
    Jilong Zhou
    Yubo Shan
    Year: 2022
    The Formulation of Investment Strategy Based on ARIMA Model
    ICIDC
    EAI
    DOI: 10.4108/eai.17-6-2022.2322763
Wenkai Cui1,*, Jilong Zhou1, Yubo Shan1
  • 1: China University of Petroleum (East China)
*Contact email: 1916020106@s.upc.edu.cn

Abstract

With the development of international financial market, financial investment has become an indispensable part of human life. More and more people want to invest in the financial market to obtain income. However, benefits are often accompanied by risks. Meanwhile, gold and bitcoin are two important investments in financial investment, with great volatility. In order to reduce the occurrence of tragedy and help people better manage their money, this paper first establishes a time series model (ARIMA) based on the five-year gold bitcoin transaction price from 2016 to 2021 to predict the price trend and development of gold and bitcoin. Then the Apriori algorithm [1] is used to make decisions, and the rate of return is calculated through the decision model. The goodness of fit is 97.78% of the total income curve.