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
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;
Conference_Titel :
Neural Networks, 2003. Proceedings of the International Joint Conference on
Print_ISBN :
0-7803-7898-9
DOI :
10.1109/IJCNN.2003.1223955