{"title":"基于非线性规划的动态投资策略","authors":"Haomiao Niu, Hanshuo Song, Huiyan Cui","doi":"10.18282/gfr.v4i1.2766","DOIUrl":null,"url":null,"abstract":"<p><span style=\"font-family: 'Times New Roman';\">Aiming at the trading problem of gold and bitcoin in the financial market, this paper establishes a trading strategy based on KDJ and MACD indicators, and establishes an effective frontier curve model based on the change of mean variance to determine the investment ratio, and uses Lagrange multiplier method to maximize the trader's return rate.</span></p>","PeriodicalId":35226,"journal":{"name":"Global Business and Finance Review","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Dynamic Investment Strategy Based on Nonlinear Programming\",\"authors\":\"Haomiao Niu, Hanshuo Song, Huiyan Cui\",\"doi\":\"10.18282/gfr.v4i1.2766\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><span style=\\\"font-family: 'Times New Roman';\\\">Aiming at the trading problem of gold and bitcoin in the financial market, this paper establishes a trading strategy based on KDJ and MACD indicators, and establishes an effective frontier curve model based on the change of mean variance to determine the investment ratio, and uses Lagrange multiplier method to maximize the trader's return rate.</span></p>\",\"PeriodicalId\":35226,\"journal\":{\"name\":\"Global Business and Finance Review\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Global Business and Finance Review\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.18282/gfr.v4i1.2766\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Economics, Econometrics and Finance\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Global Business and Finance Review","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.18282/gfr.v4i1.2766","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Economics, Econometrics and Finance","Score":null,"Total":0}
Dynamic Investment Strategy Based on Nonlinear Programming
Aiming at the trading problem of gold and bitcoin in the financial market, this paper establishes a trading strategy based on KDJ and MACD indicators, and establishes an effective frontier curve model based on the change of mean variance to determine the investment ratio, and uses Lagrange multiplier method to maximize the trader's return rate.
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