Rolling Decomposition Prediction of Gold Price Based on Nonparametric and Deep Learning Models Article Swipe
Jinrui Ruan
,
Ying Zheng
,
Chunyu Kao
,
Yuping Song
·
YOU?
·
· 2025
· Open Access
·
· DOI: https://doi.org/10.3233/faia250113
YOU?
·
· 2025
· Open Access
·
· DOI: https://doi.org/10.3233/faia250113
Gold futures, as an essential hedge asset, have received much attention. In this paper, the VMD-reconstruction-integration framework combining rolling windows is proposed to predict gold futures prices. The Fine to Coarse (FTC) method is used to reconstruct the decomposed IMFs, and the non-parametric regression (NR) model and extreme learning machine (ELM) model are used to predict the reconstructed long-term trend term and short-term disturbance term respectively, which effectively avoided the information leakage problem in the decomposition process and improved the prediction accuracy of gold futures price. The empirical results show that after avoiding the decomposition leakage problem, the model under the decomposition framework still has a certain improvement effect. In addition, the R-VMD-NR/ELM model has the best prediction effect, and compared with the R-VMD-NR/SVR model, the six evaluation criteria improved by 0.8883, 9.7188, 0.0021, 1.0492, 0.008, and 0.02, respectively.
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- Type
- book-chapter
- Language
- en
- Landing Page
- https://doi.org/10.3233/faia250113
- https://ebooks.iospress.nl/pdf/doi/10.3233/FAIA250113
- OA Status
- bronze
- Related Works
- 10
- OpenAlex ID
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https://openalex.org/W4408335873Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.3233/faia250113Digital Object Identifier
- Title
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Rolling Decomposition Prediction of Gold Price Based on Nonparametric and Deep Learning ModelsWork title
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book-chapterOpenAlex work type
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enPrimary language
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2025Year of publication
- Publication date
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2025-03-07Full publication date if available
- Authors
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Jinrui Ruan, Ying Zheng, Chunyu Kao, Yuping SongList of authors in order
- Landing page
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https://doi.org/10.3233/faia250113Publisher landing page
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https://ebooks.iospress.nl/pdf/doi/10.3233/FAIA250113Direct link to full text PDF
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YesWhether a free full text is available
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bronzeOpen access status per OpenAlex
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https://ebooks.iospress.nl/pdf/doi/10.3233/FAIA250113Direct OA link when available
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Decomposition, Nonparametric statistics, Artificial intelligence, Econometrics, Deep learning, Computer science, Machine learning, Economics, Chemistry, Organic chemistryTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
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10Other works algorithmically related by OpenAlex
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