Prediction of gold price with ARIMA and SVM

نویسندگان

چکیده

Abstract Gold has become more popular as well very useful commodity in terms of investment. been used a national reserve for many years, and that makes it crucial the economics any country. Most investors running to gold safe area from uncertainty political chaos. Determining price movement helps focus their investments, government make correct decision about economy since is key element world economy. For purpose predicting gold, this article research uses ARIMA SVM model prediction. The study daily data Council 1979 2019 analysis. up 2014 are training models rest validation. results show better one compares using performance measurement tools RMSE MAPE by having 0.028 2.5 36.18 2897 respectively. suggest be prediction due his high accuracy.

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ژورنال

عنوان ژورنال: Journal of physics

سال: 2021

ISSN: ['0022-3700', '1747-3721', '0368-3508', '1747-3713']

DOI: https://doi.org/10.1088/1742-6596/1767/1/012022