Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model
Author:
Publisher
Elsevier BV
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference26 articles.
1. A flexible neural network-fuzzy mathematical programming algorithm for improvement of oil price estimation and forecasting;Azadeh;Computers and Industrial Engineering,2012
2. The macroeconomic determinants of volatility in precious metals markets;Batten;Resources Policy,2010
3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of econometrics,1986
4. An adaptive network-based fuzzy inference system (ANFIS) for the prediction of stock market return: the case of the Istanbul stock exchange;Boyacioglu;Expert Systems with Applications,2010
5. On the links between stock and commodity markets’ volatility;Creti;Energy Economics,2013
Cited by 147 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Network log-ARCH models for forecasting stock market volatility;International Journal of Forecasting;2024-10
2. Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting;International Conference on Information Systems Development;2024-09-09
3. An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages;International Review of Financial Analysis;2024-07
4. Predicting energy prices based on a novel hybrid machine learning: Comprehensive study of multi-step price forecasting;Energy;2024-07
5. Prediction of realized volatility and implied volatility indices using AI and machine learning: A review;International Review of Financial Analysis;2024-05
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3