Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023)

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Application of Portfolio Price Forecasting Based on ARIMA-GARCH Model

Authors
Jiayu Wang1, *
1Jilin University, Changchun, China
*Corresponding author. Email: 1471947151@qq.com
Corresponding Author
Jiayu Wang
Available Online 28 August 2023.
DOI
10.2991/978-94-6463-222-4_31How to use a DOI?
Keywords
ARIMA; GARCH; Volatile assets; To predict; Quantitative trading
Abstract

Gold and bitcoins as a typical liquid asset, gold and bitcoin as two types of investment options are favored by many investors in the market, but how to make a portfolio investment, the biggest return in the limited principal conditions, is a matter many investors are concerned about. Based on the historical price data of gold and bitcoin, the cointegration relationship between gold and bitcoin prices was derived, and the arima-garch model was established to make more accurate predictions about the price fluctuations of gold and bitcoin [1]. In order to maximize total returns, and the volatility of the bitcoin market and the volatility of bitcoin prices, and the importance of gold to the world economy, it is important to predict the price of gold and bitcoin and its volatility [2].

Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023)
Series
Atlantis Highlights in Intelligent Systems
Publication Date
28 August 2023
ISBN
978-94-6463-222-4
ISSN
2589-4919
DOI
10.2991/978-94-6463-222-4_31How to use a DOI?
Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Jiayu Wang
PY  - 2023
DA  - 2023/08/28
TI  - Application of Portfolio Price Forecasting Based on ARIMA-GARCH Model
BT  - Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023)
PB  - Atlantis Press
SP  - 296
EP  - 303
SN  - 2589-4919
UR  - https://doi.org/10.2991/978-94-6463-222-4_31
DO  - 10.2991/978-94-6463-222-4_31
ID  - Wang2023
ER  -