• 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