Structural analysis and forecast of gold price returns
Gold has multiple attributes and its price is affected by various factors in the market. This paper studies the dynamic relationship between the gold price returns and its affecting factors. Then we use the STL-ETS, neural network and Bayesian structural time series model to predict the gold price r...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co., Ltd.
2021-06-01
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| Series: | Journal of Management Science and Engineering |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2096232021000135 |