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

DOI10.1080/03610918.2013.786780zbMath1342.62165OpenAlexW2077256732WikidataQ114257583 ScholiaQ114257583MaRDI QIDQ3178527

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

forecastneural networktext miningARIMAgold 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)

Related Items (1)

Reverse restricted MIDAS model with application to US interest rate forecasts

Cites Work

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• 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

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