用LSTM模型预测黄金兑美元走势，自动交易23天赚1623美元
Achilles, Neural Network to Predict the Gold Vs US Dollar Integration with Trading Bot for Automatic Trading
- 采用LSTM神经网络逐分钟预测黄金兑美元价格
- 23天测试期实现1623.52美元盈利，验证了模型可行性
- 适合对量化交易和贵金属预测感兴趣的开发者
股票市场预测是机器学习领域的重大挑战。尽管某些模型能捕捉股价波动，但几乎从未真正投入生产环境。本文提出Achilles系统，基于经典的LSTM（长短期记忆）神经网络，实现对黄金兑美元商品的逐分钟预测。基于该预测结果，我们部署了一个交易机器人，在23个测试日（不含周末）内运行。测试结束时，系统共产生1623.52美元利润。实验表明，机器学习方法可有效应用于黄金兑美元的预测任务。
原文摘要 · Abstract (English)
Predicting the stock market is a big challenge for the machine learning world. It is known how difficult it is to have accurate and consistent predictions with ML models. Some architectures are able to capture the movement of stocks but almost never are able to be launched to the production world. We present Achilles, with a classical architecture of LSTM(Long Short Term Memory) neural network this model is able to predict the Gold vs USD commodity. With the predictions minute-per-minute of this model we implemented a trading bot to run during 23 days of testing excluding weekends. At the end of the testing period we generated $1623.52 in profit with the methodology used. The results of our method demonstrate Machine Learning can successfully be implemented to predict the Gold vs USD commodity.
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