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With the increasing enrichment and development of the financial derivatives market, the frequency of transactions is also faster and faster. Due to human limitations, algorithms and automatic trading have recently become the focus of discussion. In this paper, we propose a bidirectional LSTM neural network based on an attention mechanism, which is based on two popular assets, gold and bitcoin. In terms of Feature Engineering, on the one hand, we add traditional technical factors, and at the same time, we combine time series models to develop factors. In the selection of model parameters, we finally chose a two-layer deep learning network. According to AUC measurement, the accuracy of bitcoin and gold is 71.94% and 73.03% respectively. Using the forecast results, we achieved a return of 1089.34% in two years. At the same time, we also compare the attention Bi-LSTM model proposed in this paper with the traditional model, and the results show that our model has the best performance in this data set. Finally, we discuss the significance of the model and the experimental results, as well as the possible improvement direction in the future.

In this paper, we tested several sparse optimization algorithms based on the public dataset of the DREAM5 Gene Regulatory Network Inference Challenge. And we find that introducing 20% of the regulatory network as a priori known data can provide a basis for parameter selection of inference algorithms, thus improving prediction efficiency and accuracy. In addition to testing common sparse optimization methods, we also developed voting algorithms by bagging them. Experiments on the DREAM5 dataset show that the sparse optimization-based inference of the moderation relation works well, achieving better results than the official DREAM5 results on three datasets. However, the performance of traditional independent algorithms varies greatly in the face of different datasets, while our voting algorithm achieves the best results on three of the four datasets.