Figures index

From

Optimized Investment Strategy Based on Long Short-Term Memory Networks (LSTMs)

Qingyun Wang, Yayuan Xiao

American Journal of Applied Mathematics and Statistics. 2024, 12(1), 15-23 doi:10.12691/ajams-12-1-3
  • Figure 1. The basic structure of RNN
  • Figure 2. The basic structure of a LSTM Recurrent Unit
  • Figure 3. QQQ Daily Prices - Actual vs. LSTM Predictions
  • Figure 4. GLD Daily Prices - Actual vs. LSTM Predictions
  • Figure 5. BTC Daily Prices - Actual vs. LSTM Predictions
  • Figure 6. Extracting Time Periods of Low BTC Price Volatility from Figure 5
  • Figure 7. Extracted Time Periods of Elevated BTC Price Volatility from Figure 5
  • Figure 8. Cumulative Return Rate in the Testing Set (2019/09-2023/07)
  • Figure 9. Investment Portfolio: Holding Days Ratio Over 2019-2023 (QQQ, GLD, BTC)
  • Figure 10. Actual Risk-Return for QQQ, GLD, and BTC (2019-2023)
  • Figure 11. Trading Risk-Return for QQQ, GLD, and BTC (2019-2023)