Chai, Jian; Zhao, Chenyu; Hu, Yi; Zhang, Zhe George - In: Journal of management science and engineering 6 (2021) 2, pp. 135-145
Gold has multiple attributes and its price is affected by various factors in the market. This paper studies the dynamic relationship between the gold price returns and its affecting factors. Then we use the STL-ETS, neural network and Bayesian structural time series model to predict the gold...