A MODEL DESIGNED TO PREDICT THE PRICE OF GOLD USING PARTICLE SWARM OPTIMISATIN AND GENETIC ALGORITHMS AND PROVIDING COMBINED ALGORITHM

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

AMIRHOSSEINI ZAHRA; DAVARPANAH ATEFEH

Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2016 | Volume:7 | Issue:26 Page(s): 59-83

Download Full-Text

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Persian Verion

View:

2,020

Download:

Cites:

Information Journal Paper

Title

A MODEL DESIGNED TO PREDICT THE PRICE OF GOLD USING PARTICLE SWARM OPTIMISATIN AND GENETIC ALGORITHMS AND PROVIDING COMBINED ALGORITHM

Author(s)

AMIRHOSSEINI ZAHRA | DAVARPANAH ATEFEH | Issue Writer Certificate

Keywords

PARTICLE SWARM OPTIMIZATION (PSO)Q1

GENETIC ALGORITHM (GA)Q2

PROPOSED COMBINED ALGORITHMQ1

GOLD PRICE PREDICTINGQ1

Abstract

Nowadays, investing in gold markets is a major part of the economy of any country; that is why forecasting gold price is particularly important for the investors who ask for a less risk in their investments. In recent years, the classic method was used to predict the price of gold. While the gold market is a nonlinear system, the aim of this study is to predict the gold price in the international market with considering influencing factors (including silver price, US dollar index, crude oil price, inflation rate, interest rate, stock index, world-wide gold production, world-wide gold price, etc.) on it using the new innovative algorithms. In this study three scenarios proposed: gold price forecasting using birds fly algorithm, predicting the price of gold using a genetic algorithm and prediction of the gold price combining particle swarm optimisatin (PSO) and genetic algorithm (GA). To this end, first, we use K-means clustering algorithm to cluster data into two clusters. Each cluster includes part of data collection and test sets. In the second phase, we develop a forecasting system for each cluster by developing particle swarm optimisatin algorithms (particle swarm optimisatin algorithm improvement using genetic algorithm) and, thereupon, we have developed a forecasting system for every cluster and ultimately by using developed predicting system for that cluster, predicting gold prices for the test set data in each cluster will be done. The first phase of data mining is accomplished by data mining software named Clementine and the executable codes of the second stage of algorithm are written in MATLAB programming language. The results showed that using of a combined model of flying birds and genetic model due to cover the weaknesses of each pattern and using their strengths in the predicted direction will make the prediction more accurate.

Cites

No record.

References

Cite

APA: Copy

AMIRHOSSEINI, ZAHRA, & DAVARPANAH, ATEFEH. (2016). A MODEL DESIGNED TO PREDICT THE PRICE OF GOLD USING PARTICLE SWARM OPTIMISATIN AND GENETIC ALGORITHMS AND PROVIDING COMBINED ALGORITHM. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 7(26), 59-83. SID. https://sid.ir/paper/197730/en

Vancouver: Copy

AMIRHOSSEINI ZAHRA, DAVARPANAH ATEFEH. A MODEL DESIGNED TO PREDICT THE PRICE OF GOLD USING PARTICLE SWARM OPTIMISATIN AND GENETIC ALGORITHMS AND PROVIDING COMBINED ALGORITHM. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2016;7(26):59-83. Available from: https://sid.ir/paper/197730/en

IEEE: Copy

ZAHRA AMIRHOSSEINI, and ATEFEH DAVARPANAH, “A MODEL DESIGNED TO PREDICT THE PRICE OF GOLD USING PARTICLE SWARM OPTIMISATIN AND GENETIC ALGORITHMS AND PROVIDING COMBINED ALGORITHM,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 7, no. 26, pp. 59–83, 2016, [Online]. Available: https://sid.ir/paper/197730/en

Related Journal Papers