Gold Price Forecasting Based on Projection Pursuit and Neural Network
نویسندگان
چکیده
منابع مشابه
Study on Gold Price Forecasting Technique Based on Neural Network Optimized by GA with Projection Pursuit Algorithm
Gold price has significant nonlinearity and time-variance with many indeterminate influencing factors. In order to improve the forecast accuracy of gold price, this paper puts forward a gold price forecast model combing projection pursuit with neural network. At first, projection pursuit algorithm is used to screen the influencing factors, and then the influencing factors are used as the input ...
متن کاملForecasting Gold Price Changes: Application of an Equipped Artificial Neural Network
The forecast of fluctuations and prices is the major concern in financial markets. Thus, developing an accurate and robust forecasting decision model is critically favorable to the investors. As gold has shown a special capability to smooth inflation fluctuations, governors use gold as a price controlling lever. Thus, more information about future gold price trends will help to make the firm de...
متن کاملRice Evapotranspiration Forecasting Based on Improved Parameter Projection Pursuit Model
The method of partial least-squares regression (PLSR) can effectively deal with the problems of multicollinearity among independent variables, but can not ideally solve the complicated problems of nonlinearity between dependent variables and independent variables. The method of coupling model with back propagations artificial neural network (BP-ANN) and projection pursuit (PP) is an ideal tool ...
متن کاملA New Iterative Neural Based Method to Spot Price Forecasting
Electricity price predictions have become a major discussion on competitive market under deregulated power system. But, the exclusive characteristics of electricity price such as non-linearity, non-stationary and time-varying volatility structure present several challenges for this task. In this paper, a new forecast strategy based on the iterative neural network is proposed for Day-ahead price...
متن کاملmortality forecasting based on lee-carter model
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2019
ISSN: 1742-6588,1742-6596
DOI: 10.1088/1742-6596/1168/6/062009