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Multivariate analysis of gold prices
| Content Provider | Indraprastha Institute of Information Technology, Delhi |
|---|---|
| Author | Kumar, Jatin |
| Abstract | It is observed that apart from the fundamental factors like interest rates, in ation index and for- eign exchange rates, the price of gold also depends on consumer sentiments and global economic stability. In this work, we analyze the relationship of gold prices with macro-economic factors like CPI index and foreign exchange rates, along with the Tweet feeds from Twitter and Web Search Volume Index (from Google SVI). We also analyze the relationship of gold prices with US Economy Stress Index and Gold ETF Volatility Index that capture the level of economic stability. We then use forecast techniques like Expert Model Mining System (EMMS), Neural Networks and Support Vector Machine classi cation to predict the gold prices and the direction of gold price movement. |
| File Format | |
| Language | English |
| Access Restriction | Authorized |
| Subject Keyword | Gold Twitter SVI Stress Index VIX Forex rates |
| Content Type | Text |
| Educational Degree | Bachelor of Technology (B.Tech.) |
| Resource Type | Thesis |
| Subject | Data processing & computer science |
