From: Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading
Annualized Return | |||
---|---|---|---|
Investment Strategy | Intervals | ||
Overall (%) | Up (%) | Down (%) | |
VMD-LMH-BiLSTM | 235.23 | 383.06 | 148.76 |
Buy and Hold | 30.43 | 241.41 | − 78.46 |
VMD-M-BiLSTM | 84.13 | 223.00 | 2.98 |
VMD-H-BiLSTM | 173.88 | 333.23 | 80.67 |
VMD-LM-BiLSTM | 132.91 | 247.17 | 66.08 |
VMD-LH-BiLSTM | 168.52 | 323.48 | 77.87 |
VMD-MH-BiLSTM | 219.37 | 356.36 | 139.24 |