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.

Bibliographic Details
Main Authors: Siti Roslindar, Yaziz, Roslinazairimah, Zakaria, Maizah Hura, Ahmad
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
Description
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.