Proceedings of the VIII International Scientific and Practical Conference 'Current problems of social and labour relations' (ISPC-CPSLR 2020)

Gold, Cryptocurrency and Oil Adaptive Analysis and Forecasting

Authors
Ilvira Khasanova, Lubov Orlik, Galina Zhukova
Corresponding Author
Ilvira Khasanova
Available Online 30 March 2021.
DOI
10.2991/assehr.k.210322.136How to use a DOI?
Keywords
Juglar cycles, Adaptive correlation coefficient, Cryptocurrency, Gold, Oil
Abstract

The work is devoted to identifying and tracking development trends, structural shifts in the economy under the influence of world markets, represented by non-stationary time series of gold, bitcoin and oil prices. The heuristic potential of the concept of the long and medium wave is used for forecasting purposes. The analysis of financial time series using the adaptive correlation coefficient is carried out. The dynamics of the traditional coefficient appears to be a significantly smoothed graph, which prevents sufficient qualitative analysis of the data. The results obtained are analysed to identify wave fluctuations, to determine the phases of growth, prosperity, recession and stagnation in the economy. An overview of the situation on the world markets for gold, bitcoin and oil based on the considered time series is presented. Based on the identified trends in the dynamics of these markets, short-term forecasting was carried out using ARIMA models and neural networks. The statistical calculations R environment is used.

Copyright
© 2021, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the VIII International Scientific and Practical Conference 'Current problems of social and labour relations' (ISPC-CPSLR 2020)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
30 March 2021
ISBN
978-94-6239-357-8
ISSN
2352-5398
DOI
10.2991/assehr.k.210322.136How to use a DOI?
Copyright
© 2021, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Ilvira Khasanova
AU  - Lubov Orlik
AU  - Galina Zhukova
PY  - 2021
DA  - 2021/03/30
TI  - Gold, Cryptocurrency and Oil Adaptive Analysis and Forecasting
BT  - Proceedings of the VIII International Scientific and Practical Conference 'Current problems of social and labour relations' (ISPC-CPSLR 2020)
PB  - Atlantis Press
SP  - 345
EP  - 350
SN  - 2352-5398
UR  - https://doi.org/10.2991/assehr.k.210322.136
DO  - 10.2991/assehr.k.210322.136
ID  - Khasanova2021
ER  -