Reliable gold price predictor

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 (Unpublished)


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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.

Item Type: Conference or Workshop Item (Poster)
Uncontrolled Keywords: gold price predictor;hybrid Box-Jenkins
Subjects: Q Science > QA Mathematics > QA76 Computer software
Faculty/Division: Faculty of Industrial Sciences And Technology
Depositing User: Mrs. Neng Sury Sulaiman
Date Deposited: 28 Aug 2018 01:33
Last Modified: 02 Oct 2018 03:12
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