Institutional Repository
Technical University of Crete
Technical University of Crete
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| URI | http://purl.tuc.gr/dl/dias/39A9975F-AEFA-4061-A19B-EDD10EBA0B10 | - |
| Identifier | http://www.inderscience.com/info/inarticle.php?artid=53707 | - |
| Identifier | https://doi.org/10.1504/IJFERM.2013.053707 | - |
| Language | en | - |
| Extent | 20 pages | en |
| Title | Gold price forecasting with a neuro-fuzzy-based inference system | en |
| Creator | Makridou Georgia | en |
| Creator | Μακριδου Γεωργια | el |
| Creator | Atsalakis Georgios | en |
| Creator | Ατσαλακης Γεωργιος | el |
| Creator | Zopounidis Konstantinos | en |
| Creator | Ζοπουνιδης Κωνσταντινος | el |
| Creator | Andriosopoulos, Kostas | en |
| Publisher | Inderscience | en |
| Content Summary | Following the importance of gold in the global economy and the high interest that has attracted recently, the objective of this paper is twofold: to predict the price of gold by using the Adaptive Neuro-Fuzzy Inference System (ANFIS) and compare its forecasting accuracy with various time-series forecasting methods and the 'Buy and Hold' (B&H) strategy. The results show that the ANFIS's accuracy is far superior to the performance of all compared methods and therefore ANFIS demonstrates the potential of neuro fuzzy-based modelling for predicting the gold's price. | en |
| Type of Item | Peer-Reviewed Journal Publication | en |
| Type of Item | Δημοσίευση σε Περιοδικό με Κριτές | el |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-11-06 | - |
| Date of Publication | 2013 | - |
| Subject | Gold price forecasting | en |
| Subject | Adaptive neuro-fuzzy inference systems | en |
| Bibliographic Citation | G. Makridou, G. S. Atsalakis, C. Zopounidis and K. Andriosopoulos, "Gold price forecasting with a neuro-fuzzy-based inference system", Int. J. Financ. Eng. Risk Manage., vol. 1, no. 1, pp. 35-54, 2013. doi:10.1504/IJFERM.2013.053707 | en |
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