Research review on time series forecasting of gold price movement

This paper propose different techniques used in forecasting on time series analysis. Various techniques had been used in the field of time series forecasting from the traditional Box-Jenkins approach to the most popular neural network technique nowadays. However, there is no specifically the best me...

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Main Authors: Goh, Wesley Yi Yong, Sufahani, Suliadi Firdaus
Format: Article
Language:en
Published: International Journal of Multidisciplinary Research and Development 2018
Subjects:
Online Access:http://eprints.uthm.edu.my/5736/1/AJ%202018%20%28333%29.pdf
http://eprints.uthm.edu.my/5736/
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author Goh, Wesley Yi Yong
Sufahani, Suliadi Firdaus
author_facet Goh, Wesley Yi Yong
Sufahani, Suliadi Firdaus
author_sort Goh, Wesley Yi Yong
building UTHM Library
collection Institutional Repository
content_provider Universiti Tun Hussein Onn Malaysia
content_source UTHM Institutional Repository
continent Asia
country Malaysia
description This paper propose different techniques used in forecasting on time series analysis. Various techniques had been used in the field of time series forecasting from the traditional Box-Jenkins approach to the most popular neural network technique nowadays. However, there is no specifically the best method to deal with time series forecasting as the application of different time series forecasting methods has their own requirements and restrictions. In determining the movement of gold price, there are a lot of different methods being implemented by various authors to propose their models. Various time series forecasting method have been discussed in this paper which consists of several journal articles that related to gold price and some of the data mining techniques in time series forecasting retrieved from Google Scholar in this review.
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institution Universiti Tun Hussein Onn Malaysia
language en
publishDate 2018
publisher International Journal of Multidisciplinary Research and Development
record_format eprints
spelling my.uthm.eprints-57362022-01-23T02:54:28Z http://eprints.uthm.edu.my/5736/ Research review on time series forecasting of gold price movement Goh, Wesley Yi Yong Sufahani, Suliadi Firdaus HG4501-6051 Investment, capital formation, speculation This paper propose different techniques used in forecasting on time series analysis. Various techniques had been used in the field of time series forecasting from the traditional Box-Jenkins approach to the most popular neural network technique nowadays. However, there is no specifically the best method to deal with time series forecasting as the application of different time series forecasting methods has their own requirements and restrictions. In determining the movement of gold price, there are a lot of different methods being implemented by various authors to propose their models. Various time series forecasting method have been discussed in this paper which consists of several journal articles that related to gold price and some of the data mining techniques in time series forecasting retrieved from Google Scholar in this review. International Journal of Multidisciplinary Research and Development 2018 Article PeerReviewed text en http://eprints.uthm.edu.my/5736/1/AJ%202018%20%28333%29.pdf Goh, Wesley Yi Yong and Sufahani, Suliadi Firdaus (2018) Research review on time series forecasting of gold price movement. International Journal of Multidisciplinary Research and Development, 5 (5). pp. 44-49. ISSN 2349-5977
spellingShingle HG4501-6051 Investment, capital formation, speculation
Goh, Wesley Yi Yong
Sufahani, Suliadi Firdaus
Research review on time series forecasting of gold price movement
title Research review on time series forecasting of gold price movement
title_full Research review on time series forecasting of gold price movement
title_fullStr Research review on time series forecasting of gold price movement
title_full_unstemmed Research review on time series forecasting of gold price movement
title_short Research review on time series forecasting of gold price movement
title_sort research review on time series forecasting of gold price movement
topic HG4501-6051 Investment, capital formation, speculation
url http://eprints.uthm.edu.my/5736/1/AJ%202018%20%28333%29.pdf
http://eprints.uthm.edu.my/5736/
url_provider http://eprints.uthm.edu.my/