Reliable gold price predictor
Yaziz Siti Roslindar, Roslinazairimah Zakaria, Ahmad Maizah Hura · 2018
The hybrid Box-Jenkins – GARCH (BJ-G) model has been shown to be a reliable model in forecasting gold price. A comprehensive algorithm using BJ-G model is proposed to forecast gold price. Daily world gold price is used in testing the forecasting performance of the proposed algorithm.