Portfolio Optimization Model for Gold and Bitcoin Based on Weighted Unidirectional Dual-Layer LSTM Model and SMA-Slope Strategy.

Portfolio optimization is one of the most complex problems in the financial field, and technical analysis is a popular tool to find an optimal solution that maximizes the yields. This paper establishes a portfolio optimization model consisting of a weighted unidirectional dual-layer LSTM model and an SMA-slope strategy. The weighted unidirectional dual-layer LSTM model is developed to predict the daily prices of gold/Bitcoin, which addresses the traditional problem of prediction lag. Based on the predicted prices and comparison of two representative investment strategies, simple moving average (SMA) and Bollinger bands (BB), this paper adopts a new investment strategy, SMA-slope strategy, which introduces the concept of k-slope to measure the daily ups and downs of gold/Bitcoin. As two typical financial products, gold and Bitcoin are opposite in terms of their characteristics, which may represent many existing financial products in investors' portfolios. With a principle of $1000, this paper conducts a five-year simulation of gold and Bitcoin trading from 11 September 2016 to 10 September 2021. To compensate for the SMA and BB that may miss buying and selling points, 4 different parameters' values in the k-slope are obtained through particle swarm optimization simulation. Also, the simulation results imply that the proposed portfolio optimization model contributes to helping investors make investment decisions with high profitability.

[Efficacy of medicinal penetration on acupoint as adjunctive therapy on histiocytic necrotizing lymphadenitis of heat-toxin syndrome: a randomized controlled trial].

OBJECTIVE: To evaluate the clinical efficacy of medicinal penetration on acupoint combined with medication for histiocytic necrotizing lymphadenitis (HNL) of heat-toxin syndrome, and to explore the methods of improving the clinical effect. METHODS: A total of 72 cases with HNL with heat-toxin syndrome were randomly divided into an observation group and a control group, 36 cases in each group. The patients in the control group were treated with oral administration of prednisone tablets for 40 days (first 5 days: 10 mg, three times a day; since then, reduced by 5 mg every 7 days). In the observation group, on the basis of the medication in the control group, the patients were treated with acupoint application and ultrasonic drug penetration therapy, once a day for 14 days. The acupoints of Waiguan (TE 5), Fengchi (GB 20) of affected side and ashi points were selected. The changes of target lymph node swelling, visual analogue score (VAS), axillary temperature and total score of symptoms and signs were evaluated before treatment and 7, 14, 28 and 40 d into treatment; the changes of white blood cell (WBC), erythrocyte sedimentation rate (ESR), C-reactive protein (CRP) and lactic dehydrogenase (LDH) were evaluated on 14 d and 40 d into treatment; the patients were followed-up for half a year. RESULTS: ① Fourteen days into treatment, the clinical cured rate in the observation group was 38.9% (14/36), which was superior to 16.7% (6/36) in the control group (P<0.01); the clinical cured rates were both 100% in the two groups on 40 d into treatment. ② The VAS score, axillary temperature and the total score 7 d into treatment, as well as node swelling, VAS score, axillary temperature and the total score 14, 28 and 40 d into treatment in the two groups were significantly improved (P<0.01); the total score and VAS score of 7 d into treatment, target lymph node swelling, VAS score and total score of 14 d into treatment in the observation group were significantly improved than those in the control group (P<0.01). ③ Compared before treatment, WBC, CRP, ESR in the two groups were significantly improved 14 d and 40 d into treatment (P<0.01), and LDH in the two groups were decreased 40 d into treatment (P<0.01), but there was no significant difference between the two groups (P>0.05). ④ The recurrence rate in the observation group was 5.6% (2/36), which was similar to 16.7% (6/36) in the control group (P>0.05). CONCLUSION: The medicinal penetration on acupoint as adjunctive treatment could effectively relieve the discomfort symptoms of HNL patients with syndrome of heat and toxin, improve the clinical cured rate, and provide the research direction for shortening the course of medication.