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.
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| Format: | Conference or Workshop Item |
| Language: | English |
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2018
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| Online Access: | http://umpir.ump.edu.my/id/eprint/21854/ http://umpir.ump.edu.my/id/eprint/21854/1/8%29%20SITI%20ROSLINDAR.pdf |
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ump-21854 |
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| recordtype |
eprints |
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ump-218542018-10-02T03:12:37Z http://umpir.ump.edu.my/id/eprint/21854/ Reliable gold price predictor Siti Roslindar, Yaziz Roslinazairimah, Zakaria Maizah Hura, Ahmad QA76 Computer software 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. 2018 Conference or Workshop Item PeerReviewed pdf en http://umpir.ump.edu.my/id/eprint/21854/1/8%29%20SITI%20ROSLINDAR.pdf Siti Roslindar, Yaziz and Roslinazairimah, Zakaria and Maizah Hura, Ahmad (2018) Reliable gold price predictor. In: 29th International Invention, Innovation & Technology Exhibition, Malaysia, 2-4 May 2018 , Kuala Lumpur Convention Centre, Malaysia. . (Unpublished) |
| repository_type |
Digital Repository |
| institution_category |
Local University |
| institution |
Universiti Malaysia Pahang |
| building |
UMP Institutional Repository |
| collection |
Online Access |
| language |
English |
| topic |
QA76 Computer software |
| spellingShingle |
QA76 Computer software Siti Roslindar, Yaziz Roslinazairimah, Zakaria Maizah Hura, Ahmad Reliable gold price predictor |
| description |
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. |
| format |
Conference or Workshop Item |
| author |
Siti Roslindar, Yaziz Roslinazairimah, Zakaria Maizah Hura, Ahmad |
| author_facet |
Siti Roslindar, Yaziz Roslinazairimah, Zakaria Maizah Hura, Ahmad |
| author_sort |
Siti Roslindar, Yaziz |
| title |
Reliable gold price predictor |
| title_short |
Reliable gold price predictor |
| title_full |
Reliable gold price predictor |
| title_fullStr |
Reliable gold price predictor |
| title_full_unstemmed |
Reliable gold price predictor |
| title_sort |
reliable gold price predictor |
| publishDate |
2018 |
| url |
http://umpir.ump.edu.my/id/eprint/21854/ http://umpir.ump.edu.my/id/eprint/21854/1/8%29%20SITI%20ROSLINDAR.pdf |
| first_indexed |
2023-09-18T22:32:15Z |
| last_indexed |
2023-09-18T22:32:15Z |
| _version_ |
1777416363598413824 |