当前位置: X-MOL 学术Neural Comput. & Applic. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
A novel system for fast and accurate decisions of gold-stock markets in the short-term prediction
Neural Computing and Applications ( IF 6 ) Pub Date : 2020-05-19 , DOI: 10.1007/s00521-020-05019-x
Mohamed A. El-Rashidy

The prediction of gold-stock price indices is considered a great challenge for traders, who try to analyze the historical developments and movements of gold-stock indices. Especially in the short-term prediction, that required a fast accurate decision in order to predict the next price after 5, 10, 15, 30 and 60 min. In this paper, a novel system is proposed to predict gold-stock prices in the short term for gold exchange markets. It is based on the wrapper selection method, artificial neural network and genetic algorithm which consist of three steps. The first step is to determine the number of the effective previous gold-stock indices and selecting the most significant technical parameters. Then, the prediction model construction will be trained by World gold council database. Finally, the next gold-stock price for each case of the short-term periods will be predicted. The results show that the proposed system achieves fast decisions with higher prediction accuracy and nuance rate between the actual and predicted values of the next gold-stock price after 5 min in the short term, which consumed 18 ms for the run time of the price prediction process.



中文翻译:

一种用于短期预测中快速准确决策黄金股票市场的新颖系统

黄金股票价格指数的预测被认为是交易者的巨大挑战,他们试图分析黄金股票指数的历史发展和走势。特别是在短期预测中,需要快速准确的决策才能预测5、10、15、30和60分钟后的下一个价格。在本文中,提出了一种新颖的系统来预测短期内黄金交易市场的黄金价格。它基于包装器选择方法,人工神经网络和遗传算法,包括三个步骤。第一步是确定有效的先前黄金储备指数的数量,并选择最重要的技术参数。然后,将由世界黄金协会数据库训练预测模型的构建。最后,可以预测短期内每种情况下的下一个黄金股票价格。结果表明,所提出的系统可以在5分钟后的短期内以较高的预测准确度和下一个黄金股票价格的实际值与预测值之间的细微差别实现快速决策,这在价格预测的运行时间上消耗了18 ms处理。

更新日期:2020-05-19
down
wechat
bug