Forecasting gold price using autoregressive integrated moving average and artificial neural network model

The main objective of this study is to predict monthly price of gold. The monthly sample data of gold price )in RM per ounce) were taken from January 2004 to November 2015. In this study, autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model was used to for...

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Bibliographic Details
Main Author: Abd Wahab, Nursu'aidah
Format: Thesis
Published: 2016
Subjects:
Online Access:http://eprints.uthm.edu.my/8998/
http://eprints.uthm.edu.my/8998/1/Nursu'aidah_abd_wahab.compressed.pdf
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