PREDICTION OF U.S. GOLD FUTURES PRICES USING WAVELET ANALYSIS; A STUDY ON DEEP LEARNING MODELS

PREDICTION OF U.S. GOLD FUTURES PRICES USING WAVELET ANALYSIS; A STUDY ON DEEP LEARNING MODELS

This study attempts to predict the price of gold futures, a real financial product, using ARIMA and LSTM. The wavelet analysis was applied to the data to predict the price of gold futures through LSTM and ARIMA. As results, it is confirmed that the prediction performance of the existing model of predict was improved. the case of predict of price of gold futures, we confirmed that the use of a deep learning model that is not affected by the non-stationary series data is suitable and the possibility of improving the accuracy of prediction through wavelet analysis.

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