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 (Unpublished)
|
Pdf
8) SITI ROSLINDAR.pdf Download (1MB) | Preview |
Abstract
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 |
| URI: | http://umpir.ump.edu.my/id/eprint/21854 |
| Download Statistic: | View Download Statistics |
Actions (login required)
 |
View Item |