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The performance of hybrid ARIMA-GARCH modeling in forecasting gold price
11 references·0 citing·52 second hop
The performance of hybrid ARIMA-GARCH modeling in forecasting gold price (2013)The performance of hybrid ARIMA-GARCH mod…FORECASTING GOLD PRICE CHANGES BY USING ADAPTIVE NETWORK FUZZY INFERENCE SYSTEM (2012)FORECASTING GOLD PRICE CHANGE…A new hybrid for improvement of auto-regressive integrated moving average models applying particle swarm optimization (2011)A new hybrid for improvement …A dynamic meta-learning rate-based model for gold market forecasting (2011)A dynamic meta-learning rate-…Forecasting with limited data: Combining ARIMA and diffusion models (2010)Forecasting with limited data…Developing a Time Series Model Based on Particle Swarm Optimization for Gold Price Forecasting (2010)Developing a Time Series Mode…An overview of global gold market and gold price forecasting (2010)An overview of global gold ma…Forecasting Gold Prices Using Multiple Linear Regression Method (2009)Forecasting Gold Prices Using…Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs) (2008)Improvement of Auto-Regressiv…Forecasting gold price changes: Rolling and recursive neural network models (2008)Forecasting gold price change…A new hybrid artificial neural networks and fuzzy regression model for time series forecasting (2007)A new hybrid artificial neura…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1956)Time Series Analysis: Forecasting and Control (1977)The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1994)A new class of hybrid models for time series forecasting (2011)Chaotic characteristic identification for carbon price and an multi-layer perceptron network prediction model (2015)Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting (2012)Machine Learning for Quantitative Finance Applications: A Survey (2019)Non-ferrous metals price forecasting based on variational mode decomposition and LSTM network (2019)Stock market forecasting using hidden Markov model: a new approach (2005)A fusion model of HMM, ANN and GA for stock market forecasting (2006)An artificial neural network (p,d,q) model for timeseries forecasting (2009)Time Series Forecasting of Energy Commodity using Grey Wolf Optimizer (2015)Efficient financial time series prediction with evolutionary virtual data position exploration (2017)A Medium to Long-Term Multi-Influencing Factor Copper Price Prediction Method Based on CNN-LSTM (2023)Forecasting stock market movement direction with support vector machine (2004)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)A Hybrid Least Square Support Vector Machine Model with Parameters Optimization for Stock Forecasting (2015)Dynamic relationships between spot and futures prices. 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this work references cited by second hop

References

  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 2010An overview of global gold market and gold price forecasting372 cited
  • 2008Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs)299 cited
  • 2007A new hybrid artificial neural networks and fuzzy regression model for time series forecasting207 cited
  • 2009Forecasting Gold Prices Using Multiple Linear Regression Method129 cited
  • 2010Forecasting with limited data: Combining ARIMA and diffusion models106 cited
  • 2008Forecasting gold price changes: Rolling and recursive neural network models105 cited
  • 2012FORECASTING GOLD PRICE CHANGES BY USING ADAPTIVE NETWORK FUZZY INFERENCE SYSTEM61 cited
  • 2010Developing a Time Series Model Based on Particle Swarm Optimization for Gold Price Forecasting48 cited
  • 2011A dynamic meta-learning rate-based model for gold market forecasting43 cited
  • 2011A new hybrid for improvement of auto-regressive integrated moving average models applying particle swarm optimization39 cited

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