The Integration of Artificial Neural Networks and Text Mining to Forecast Gold Futures Prices

DOI10.1080/03610918.2013.786780MaRDI QIDQ3178527zbMATH OpenOpenAlexWikidataFDO

Authors Hsin-Hung Chen, Chun-Cheng Chiu, Ming-Chih Chen

Publication date 14 July 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.786780

zbMATH Keywords

forecastARIMAneural networktext mininggold futures

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 1934911 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• An ARIMA Supply Chain Model
• Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises
• Test for Parameter Change in ARIMA Models

Cited in

(10)

• Identifying the influential factors of commodity futures prices through a new text mining approach
• Prediction of U.S. gold futures prices using wavelet analysis; a study on deep learning models
• Gold price, neural networks and genetic algorithm
• Platinum and palladium price forecasting through neural networks
• scientific article; zbMATH DE number 6613717 (Why is no real title available?)
• Modelling the glitter in gold
• A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL
• Exploring the usage of econometric techniques in nonlinear machine learning and data mining
• Reverse restricted MIDAS model with application to US interest rate forecasts
• Forecasting gold price with the XGBoost algorithm and SHAP interaction values

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