models – to high-frequency data to predict the one-day forward volatilities of two strategically linked commodities, gold and … silver. We provide evidence that it is difficult to beat the benchmark model of Corsi (2009) using univariate models and that …

volatility forecasts of COMEX gold and silver futures markets. The in-sample results demonstrate the significant impacts of … whether cryptocurrency market uncertainties can help to explain and forecast volatilities in precious metal markets. By using …

(bagging, stochastic gradient boosting, random forests) to predict the price direction of gold and silver exchange traded funds …. Decision tree bagging, stochastic gradient boosting, and random forests predictions of gold and silver price direction are much … forecast horizons over 10 days. For those looking to forecast the direction of gold and silver prices, tree bagging and random …