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Keyword: Gold Price

Forecasting Gold Price in Rupiah using Multivariate Analysis with LSTM and GRU Neural Networks

by Sebastianus Bara Primananda and Sani Muhamad Isa

Advances in Science, Technology and Engineering Systems Journal, Volume 6, Issue 2, Page # 245–253, 2021; DOI: 10.25046/aj060227

Abstract:

Forecasting the gold price movement’s volatility has essential applications in areas such as risk management, options pricing, and asset allocation. The multivariate model is expected to generate more accurate forecasts than univariate models in time series data like gold prices. Multivariate analysis is based on observation and analysis of more than one statistical variable at…

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(This article belongs to Section Artificial Intelligence in Computer Science (CAI))

The Impact of COVID-19 Pandemic and Commodities Prices on Booking.com Share Price

by Meng-Chang Jong, Chin-Hong Puah and Ann-Ni Soh

Advances in Science, Technology and Engineering Systems Journal, Volume 6, Issue 2, Page # 185–189, 2021; DOI: 10.25046/aj060221

Abstract:

This paper examines the impacts of the COVID-19 pandemic and selected commodity variables on Booking.com share price using the Markov-switching approach. Daily data spans from January 2017 through July 2020 are utilized in this study. Empirical evidence showed that COVID-19, international crude oil price, and gold price affected the Booking.com share price significantly. A positive…