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Publication
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| Research Title |
Adaptive Moving Polynomial Least Squares Method for Forecasting the Monthly Gold Price |
| Date of Distribution |
2 May 2018 |
| Conference |
| Title of the Conference |
The 9th International Science, Social Science, Engineering and Energy Conference |
| Organiser |
Kasem Bundit University |
| Conference Place |
Ambassador Hotel Bangkok, Bangkok, Thailand |
| Province/State |
Bangkok, Thailand |
| Conference Date |
2 May 2018 |
| To |
4 May 2018 |
| Proceeding Paper |
| Volume |
- |
| Issue |
- |
| Page |
447-457 |
| Editors/edition/publisher |
Kasem Bundit University |
| Abstract |
The authors proposed an adaptive moving polynomial least square method (AMPLS) for forecasting the gold price. The authors used the monthly gold price data from August 2005 to January 2018 and separated them into two parts. The first part, August 2005 to April 2014, was considered for training; and the rest was used for testing the performance of our method. The authors found that the AMPLS of 7 months and 30 months were optimal lengths that caused the minimum of square error and maximum of correct direction, respectively. In addition, this proposed method is better than the moving average method by using the same criteria. |
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| Peer Review Status |
ไม่มีผู้ประเมินอิสระ |
| Level of Conference |
นานาชาติ |
| Type of Proceeding |
Full paper |
| Type of Presentation |
Oral |
| Part of thesis |
true |
| Presentation awarding |
false |
| Attach file |
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| Citation |
0
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Journal Publication
ไทย