The forecast of gold price based on the GM(1,1) and Markov chain

被引：0

作者：

Wang, Chengbiao ^{[1
]}

Chen, Yanhui ^{[1
]}

Li, Lihong ^{[1
]}

机构：

[1] Nanjing Univ Aeronaut & Astronaut, Coll Econ & Management, Nanjing 210016, Peoples R China

来源：

PROCEEDINGS OF 2007 IEEE INTERNATIONAL CONFERENCE ON GREY SYSTEMS AND INTELLIGENT SERVICES, VOLS 1 AND 2 | 2007年

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Due to gold plays an important role in maintain value, investment and national economic stability, therefore, forecasting the trend of gold price exactly is undoubtedly important. In this paper, author firstly uses GM (1, 1) model to simulate and predict the international gold price. On the basis of the method, using Markov chain to divide and predict the relative error of GM (1, 1) model and amending the predictive value, thereby improving the accuracy of the forecasts of the international gold price and supplying the scientific decision-making suggestions to gold demander.

引用

页码：739 / 743

页数：5

共 50 条

[1] Utility water supply forecast via a GM (1,1) weighted Markov chain
Yi-mei TIAN1
[J]. Journal of Zhejiang University-Science A(Applied Physics & Engineering), 2010, 11 (09) : 677 - 682
[2] Utility water supply forecast via a GM (1,1) weighted Markov chain
Tian, Yi-mei
Shen, Hai-liang
Zhang, Li
Lv, Xiang-rui
[J]. JOURNAL OF ZHEJIANG UNIVERSITY-SCIENCE A, 2010, 11 (09): : 677 - 682
[3] Utility water supply forecast via a GM (1,1) weighted Markov chain
Yi-mei Tian
Hai-liang Shen
Li Zhang
Xiang-rui Lv
[J]. Journal of Zhejiang University-SCIENCE A, 2010, 11 : 677 - 682
[4] Utility water supply forecast via a GM (1,1) weighted Markov chain附视频
Yimei TIAN Hailiang SHEN Li ZHANG Xiangrui LV College of Environmental Science Engineering Tianjin University Tianjin China School of Engineering University of Guelph Guelph Ontario NG W Canada
[J]. Journal of Zhejiang University-Science A(Applied Physics & Engineering), 2010, (09) : 677 - 682
[5] A GM (1,1) Markov Chain-Based Aeroengine Performance Degradation Forecast Approach Using Exhaust Gas Temperature
Zhao, Ning-bo
Yang, Jia-long
Li, Shu-ying
Sun, Yue-wu
[J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 2014
[6] Research on Price Forecasting Method of Construction Market Based on Forecast Model GM (1,1)
Yang, Qun
[J]. CONFERENCE PROCEEDINGS OF THE 6TH INTERNATIONAL SYMPOSIUM ON PROJECT MANAGEMENT (ISPM2018), 2018, : 20 - 26
[7] Forecast of Freight Volume in Xi'an Based on Gray GM (1,1) Model and Markov Forecasting Model
Yang, Fan
Tang, Xiaoying
Gan, Yingxin
Zhang, Xindan
Li, Jianchang
Han, Xin
[J]. JOURNAL OF MATHEMATICS, 2021, 2021
[8] Electric Power Consumption Forecast Based on the GM (1,1,α)
Liu, Mei
Wang, Xin
[J]. 2014 2ND INTERNATIONAL CONFERENCE ON PSYCHOLOGY, MANAGEMENT AND SOCIAL SCIENCE (PMSS 2014), PT 2, 2014, 50 : 171 - 176
[9] Electricity Price Forecast Based on Metabolic GM(1,1) Model under Wind Power Development Prospect
Yang, Jipei
[J]. 2022 IEEE 9TH INTERNATIONAL CONFERENCE ON POWER ELECTRONICS SYSTEMS AND APPLICATIONS, PESA, 2022,
[10] Studying Stock Price Based on The GM(1,1) Model
Liu Xibo
Chen Yafang
[J]. CONTEMPORARY INNOVATION AND DEVELOPMENT IN STATISTICAL SCIENCE, 2012, : 437 - 440

← 1 2 3 4 5 →