Short-term Forecasting Of Gold Price Based On ARMA Model
Available Online April 2018.
- https://doi.org/10.2991/etmhs-18.2018.110How to use a DOI?
- Forecasting, Gold Price, ARMA, ADF.
- Gold price is complicated for containing many factors. So the evolution process in the gold price is important. In the paper the sequence of gold price is defined as a time series. The ARMA model is used to solve time series problems, especially in the field of finance. The ARMA model is a regression model developed by Box and Jenkins to identify, assess and diagnose dynamic time series model in which the time variable plays a key role . The paper collects the afternoon fixing price of London gold market the period of 1990-01-01 to 2018-01-12 (7315 working days) and uses ARMA model to solve the short-term forecast problem of gold price. The paper is helpful to gold investors to make more scientific decision-making.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - WanLe Chi PY - 2018/04 DA - 2018/04 TI - Short-term Forecasting Of Gold Price Based On ARMA Model BT - 2018 4th International Conference on Education Technology, Management and Humanities Science (ETMHS 2018) PB - Atlantis Press SP - 521 EP - 525 SN - 2352-5398 UR - https://doi.org/10.2991/etmhs-18.2018.110 DO - https://doi.org/10.2991/etmhs-18.2018.110 ID - Chi2018/04 ER -