Reliable gold price predictor
The hybrid Box-Jenkins – GARCH (BJ-G) model has been shown to be a reliable model in forecasting gold price. A comprehensive algorithm using BJ-G model is proposed to forecast gold price. Daily world gold price is used in testing the forecasting performance of the proposed algorithm.
| Main Authors: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2018
|
| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/21854/ http://umpir.ump.edu.my/id/eprint/21854/1/8%29%20SITI%20ROSLINDAR.pdf |
| Summary: | The hybrid Box-Jenkins – GARCH (BJ-G) model has been shown to be a reliable model in forecasting gold price. A comprehensive algorithm using BJ-G model is proposed to forecast gold price. Daily world gold price is used in testing the forecasting performance of the proposed algorithm. |
|---|