(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 …

This paper considers the directional predictability of daily returns for both gold and silver. These two metals have … formation of three strategies for directional predictions — up or down — for both gold and silver returns. The results of this … better than those of silver; the second strategy shows that predicting up for gold also means predicting down for silver and …

This study tests the popular claim that psychological barriers exist around key reference points in prices for gold and … silver, namely around numbers ending in 0 (e.g. $450) and 00 (e.g. $200). Initial observations and tests show that the price … of gold fixes less frequently on values ending in 0 and 00, suggesting the existence of barriers at these levels which …

gold and silver, and first step to that problem is the observation of co-integration between gold and silver prices. This … paper analyzes the long-run relationship between gold and silver spot prices (daily and monthly). First, five year period of … daily gold and silver prices from 2010 to 2014 is observed. Second, 20 year period of monthly gold and silver prices from …