Forecasting gold price changes: Rolling and recursive neural network models
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ruan, Qingsong & Huang, Ying & Jiang, Wei, 2016. "The exceedance and cross-correlations between the gold spot and futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 139-151.
- Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2024.
"Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 487-513, July.
- Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022. "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers 202201, University of Pretoria, Department of Economics.
- Mohammadhossein Rashidi & Mohammad Modarres, 2025. "Predicting the Price of Gold in the Financial Markets Using Hybrid Models," Papers 2505.01402, arXiv.org.
- Alameer, Zakaria & Elaziz, Mohamed Abd & Ewees, Ahmed A. & Ye, Haiwang & Jianhua, Zhang, 2019. "Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm," Resources Policy, Elsevier, vol. 61(C), pages 250-260.
- Devendra Joshi & Premkumar Chithaluru & Divya Anand & Fahima Hajjej & Kapil Aggarwal & Vanessa Yelamos Torres & Ernesto Bautista Thompson, 2023. "RETRACTED: An Evolutionary Technique for Building Neural Network Models for Predicting Metal Prices," Mathematics, MDPI, vol. 11(7), pages 1-19, March.
- Wanbo Lu & Tingting Qiu & Wenhui Shi & Xiaojun Sun, 2022. "International Gold Price Forecast Based on CEEMDAN and Support Vector Regression with Grey Wolf Algorithm," Complexity, John Wiley & Sons, vol. 2022(1).
- Syed Abul, Basher & Perry, Sadorsky, 2022. "Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?," MPRA Paper 113293, University Library of Munich, Germany.
- Shafiee, Shahriar & Topal, Erkan, 2010. "An overview of global gold market and gold price forecasting," Resources Policy, Elsevier, vol. 35(3), pages 178-189, September.
- You, Wanhai & Chen, Jianyong & Xie, Haoqi & Ren, Yinghua, 2025. "Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
- Zhao, Jue & Hosseini, Shahab & Chen, Qinyang & Jahed Armaghani, Danial, 2023. "Super learner ensemble model: A novel approach for predicting monthly copper price in future," Resources Policy, Elsevier, vol. 85(PB).
- Ewees, Ahmed A. & Elaziz, Mohamed Abd & Alameer, Zakaria & Ye, Haiwang & Jianhua, Zhang, 2020. "Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility," Resources Policy, Elsevier, vol. 65(C).
- Sami Ben Jabeur & Salma Mefteh-Wali & Jean-Laurent Viviani, 2024. "Forecasting gold price with the XGBoost algorithm and SHAP interaction values," Annals of Operations Research, Springer, vol. 334(1), pages 679-699, March.
- Fenghua Wen & Xin Yang & Xu Gong & Kin Keung Lai, 2017. "Multi-Scale Volatility Feature Analysis and Prediction of Gold Price," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 16(01), pages 205-223, January.
- Yu Zhao & Xi Zhang & Zhongshun Shi & Lei He, 2017. "Grain Price Forecasting Using a Hybrid Stochastic Method," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(05), pages 1-24, October.
- Perry Sadorsky, 2021. "Predicting Gold and Silver Price Direction Using Tree-Based Classifiers," JRFM, MDPI, vol. 14(5), pages 1-21, April.
- Vladimir Pyrlik & Pavel Elizarov & Aleksandra Leonova, 2021. "Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market)," CERGE-EI Working Papers wp713, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Chi-Wei Su & Xu-Yu Cai & Ran Tao, 2020. "Can Stock Investor Sentiment Be Contagious in China?," Sustainability, MDPI, vol. 12(4), pages 1-16, February.
- Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan, 2015. "On the efficiency of the global gold markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 218-236.
- Zhao, Ze & Wang, Jianzhou & Zhao, Jing & Su, Zhongyue, 2012. "Using a Grey model optimized by Differential Evolution algorithm to forecast the per capita annual net income of rural households in China," Omega, Elsevier, vol. 40(5), pages 525-532.
- Xian, Lu & He, Kaijian & Lai, Kin Keung, 2016. "Gold price analysis based on ensemble empirical model decomposition and independent component analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 454(C), pages 11-23.
- Alameer, Zakaria & Fathalla, Ahmed & Li, Kenli & Ye, Haiwang & Jianhua, Zhang, 2020. "Multistep-ahead forecasting of coal prices using a hybrid deep learning model," Resources Policy, Elsevier, vol. 65(C).
- Yang, Mo & Wang, Ruotong & Zeng, Zixun & Li, Peizhi, 2024. "Improved prediction of global gold prices: An innovative Hurst-reconfiguration-based machine learning approach," Resources Policy, Elsevier, vol. 88(C).
- Martha Gutiérrez & Giovanni Franco & Carlos Campuzano, 2013. "Gold prices: Analyzing its cyclical behavior," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 79, pages 113-142.
- Dichtl, Hubert, 2020. "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, vol. 19(C).
- Hu, Yan & Ni, Jian & Wen, Liu, 2020. "A hybrid deep learning approach by integrating LSTM-ANN networks with GARCH model for copper price volatility prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
- Sroka Łukasz, 2022. "Applying Block Bootstrap Methods in Silver Prices Forecasting," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 26(2), pages 15-29, June.
Printed from https://ideas.repec.org/r/eee/mulfin/v18y2008i5p477-487.html