To Integrate Text Mining and Artificial Neural Network to Forecast Gold Futures Price

Recently, the gold futures price is under pressure of crude oil and inflation. And its price is always relatively higher, changing fast and difficult to forecast. Therefore, how to forecast the gold futures price is the main topic of this research. This research wants to bring up an artificial neural network model and combined the text mining to demonstrate the model that in some time plots has large scale fluctuation. Hoping this model can forecast the gold futures price from January 2009 to June 2009 to give the investor to make the reference. And compares the forecasting results and time series, the research result shows the artificial neural network model better than the time series model.