Font Size: a A A

Analysis And Study On Gold Trading Market's Forecasting

Posted on:2009-08-31Degree:MasterType:Thesis
Country:ChinaCandidate:C X GuoFull Text:PDF
GTID:2189360272971232Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
since the stock market was established in the19th century,many investors, managers and scholars focused on the research of gold marke.the model of gold prices projections lhas been the focus of attention of many scholars.Along with China's development,the influence of gold investment is increasing. in-depth understanding of the movement of its economic development has been an urgent need.In recent years,many scholars take the gold market as a non-linear dynamics of uncertainty,with non-linear system to determine the law of stock research shows that more and more acts of great vitality.With the development of non-linear theory and technology,such as neural networks which are the financial markets become a powerful tool for analysis and forecasting.It has more in-depth studies of domestic in the foreign price of gold market.Due to historical reasons,making this kind of research is still at the initial stage,and less quantitative research article are available in our country.To this end,this paper does deeply research on the price of gold is on the basis of relevant factors in qualitative analysis.The use of correlation analysis and neural network theory to the gold price forecasts have been studied.The main research work and results are as follows:First of all,based on the the statistics of economic indicators in book "China Gold Year" of the years 1992-2007",from the perspective of Economics and Statistics,the paper analyzes number of aspects of the analysis of the price of gold and all the relevant factors is micro-macro 11 in micro-macro.The more of these factors fully reflect the impact of the price of gold in all aspects.Second,the price of gold and related micro-macro factors of historical data modeling is the basis of projections,but many number of factors may not be able to come up with a reasonable result.With the analysis of the application of relevant law and the quantitative analysis of price of gold and 11 huge-related factors,the price of gold reached the 4 strong relevant factors.On the base of a quantitative analysis of the 4 factors of the strong historical data,the establishment of the RBF neural network models is available,with sample requirements of the forecast accuracy. Using this model of the future price of gold was forecast. Finally,in-depth study of the application of neural network theory and analysis of the RBF's basic theory and methods,in particular the study of the two respective advantages and disadvantages,and a reference from the existing RBF neural network theory and methods,it brings up a better the gold time series prediction for the RBF network.Further research and use of the RBF neural network forecasting gold price sequence of basic theory and methods is studies.In order to verify the correctness of the theory and methods and better accuracy.Finally,we use MATLAB software to realize the RBF network,and take advantage of London Gold Exchange on the closing price of gold to verify this conclusion.According to the RBF network analysis theory and the price of timing gold,the characteristics of the RBF neural network prediction model is established and specific application of the international price of gold closing price of short-term forecasts through two different methods to predict.Analysis of the impact of gold price factor and factors,choosing less relevant on each other and having a strong impact on the price of gold,it analyzes the non-linear time series forecasting model and the application of gold market in the short-term forecasting.After simulation,the analysis of the factors associated with the forecast can improve the forecasting index, the forecast is better than the results of the simulation with their own price forecasts. From the point of view of frequency,an analysis of the network advantages of projections for the gold with a timing method.
Keywords/Search Tags:neural network, radial basis network, system modeling, the price of gold, time series, the prediction of gold price
PDF Full Text Request
Related items