To integrate text mining and artificial neural network to forecast gold futures price

Guo Xiang Xu; Ben Chang Shia; Yen Bin Hsu; Po Chih Shen; Kuo Hao Chu

doi:10.1109/NISS.2009.239

To integrate text mining and artificial neural network to forecast gold futures price

Guo Xiang Xu, Ben Chang Shia, Yen Bin Hsu, Po Chih Shen, Kuo Hao Chu

研究成果: 書貢獻/報告類型 › 會議貢獻

6 引文斯高帕斯（Scopus）

摘要

Recently, the gold futures price is under pressure of crude oil and inflation. And its price is always relatively higher, changing fast and difficult to forecast. Therefore, how to forecast the gold futures price is the main topic of this research. This research wants to bring up an artificial neural network model and combined the text mining to demonstrate the model that in some time plots has large scale fluctuation. Hoping this model can forecast the gold futures price from January 2009 to June 2009 to give the investor to make the reference. And compares the forecasting results and time series, the research result shows the artificial neural network model better than the time series model.

原文	英語
主出版物標題	Proceedings - 2009 International Conference on New Trends in Information and Service Science, NISS 2009
頁面	1014-1020
頁數	7
DOIs	https://doi.org/10.1109/NISS.2009.239
出版狀態	已發佈 - 2009
對外發佈	是
事件	2009 International Conference on New Trends in Information and Service Science, NISS 2009 - Beijing, 中国持續時間: 6月 30 2009 → 7月 2 2009

其他

其他	2009 International Conference on New Trends in Information and Service Science, NISS 2009
國家/地區	中国
城市	Beijing
期間	6/30/09 → 7/2/09

ASJC Scopus subject areas

電腦科學應用
軟體

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10.1109/NISS.2009.239

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Link to publication in Scopus

引用此

Xu, GX, Shia, BC, Hsu, YB, Shen, PC & Chu, KH 2009, To integrate text mining and artificial neural network to forecast gold futures price. 於 Proceedings - 2009 International Conference on New Trends in Information and Service Science, NISS 2009., 5260694, 頁 1014-1020, 2009 International Conference on New Trends in Information and Service Science, NISS 2009, Beijing, 中国, 6/30/09. https://doi.org/10.1109/NISS.2009.239

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abstract = "Recently, the gold futures price is under pressure of crude oil and inflation. And its price is always relatively higher, changing fast and difficult to forecast. Therefore, how to forecast the gold futures price is the main topic of this research. This research wants to bring up an artificial neural network model and combined the text mining to demonstrate the model that in some time plots has large scale fluctuation. Hoping this model can forecast the gold futures price from January 2009 to June 2009 to give the investor to make the reference. And compares the forecasting results and time series, the research result shows the artificial neural network model better than the time series model.",

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AU - Chu, Kuo Hao

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To integrate text mining and artificial neural network to forecast gold futures price

摘要

其他

ASJC Scopus subject areas

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其它文件與鏈接

指紋

引用此