DocumentCode
1927791
Title
Apply decision tree and support vector regression to predict the gold price
Author
Ongsritrakul, Pedrudee ; Soonthornphisaj, Nuanwan
Author_Institution
Dept. of Comput. Sci., Kasetsart Univ., Bangkok, Thailand
Volume
4
fYear
2003
fDate
20-24 July 2003
Firstpage
2488
Abstract
Recently, support vector regression (SVR) was proposed to resolve time series prediction and regression problems. In this paper, we demonstrate the use of SVR techniques for predicting the cost of gold by using factors that have an effect on gold to estimate its price. We apply a decision tree algorithm for the feature selection task and then perform the regression process using forecasted indexes. Our experimental results show that the combination of the decision tree and SVR leads to a better performance.
Keywords
commodity trading; decision trees; feature extraction; prediction theory; regression analysis; support vector machines; time series; decision tree algorithm; feature selection; gold price prediction; indexes; support vector regression; time series prediction; Computer science; Decision trees; Gold; Linear regression; Neural networks; Power capacitors; Regression tree analysis; Support vector machine classification; Support vector machines; Training data;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 2003. Proceedings of the International Joint Conference on
ISSN
1098-7576
Print_ISBN
0-7803-7898-9
Type
conf
DOI
10.1109/IJCNN.2003.1223955
Filename
1223955
Link To Document