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

DOI10.1080/03610918.2013.786780zbMATH Open1342.62165OpenAlexW2077256732WikidataQ114257583 ScholiaQ114257583MaRDI QIDQ3178527FDOQ3178527

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

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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)

Cites Work

• Title not available (Why is that?)
• An ARIMA Supply Chain Model
• Test for Parameter Change in ARIMA Models
• Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises
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Cited In (9)

• 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
• Title not available (Why is that?)
• Modelling the glitter in gold
• A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL
• Forecasting gold price with the XGBoost algorithm and SHAP interaction values
• Exploring the usage of econometric techniques in nonlinear machine learning and data mining
• Reverse restricted MIDAS model with application to US interest rate forecasts

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