Research on Investment Income of Gold and Bitcoin

Abstract

In financial markets, gold and Bitcoin are common investment assets. Under a fixed commission rate, this paper predicts price changes by referring to financial indicators and established an investment strategy model influenced by known price data. This problem is part of the 2022 U.S. Mathematical Contest in Modeling (MCM) Problem C. Using the Autoregressive Integrated Moving Average (ARIMA) model to predict prices, this paper obtains visualized prediction data sequences, establishes evaluation indicators for bull and bear markets, calculates buying scores, and verifies the accuracy of the investment strategy using a multi-objective dynamic programming model.