MP A RMunich Personal RePEc Archive

A study on the factors aecting gold price and a neuro-fuzzy model of forcastSarfaraz, Leyla and Afsar, Amir UNSPECIFIED

2005

Online at http://mpra.ub.uni-muenchen.de/2855/ MPRA Paper No. 2855, posted 07. November 2007 / 02:46

. ARIMA . . - . .

:

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1- . . . . . . ) ( . . . . ) (ARIMA . .

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1002 Gold in the Official Sector

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5- 3 . . . . . 4 ) (MFNN . .

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]32[ ) MFNN( . . MFNN . . ) Zk ( dk . . . ]418122[. ) (MSE . . ) ( . . .

. . ) (ANFIS Jaris ]01,21,31[. 3 .

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091/3- 014/4 807/2 904/2 413/3 635/0 822/0 202/0 891/0

9/744728- 152/224 693/904 781/03 591/021 039/0 469/0

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. : ) (MSE ) (RMSE ) .(NMSE . 2 R NMSE 2.NMSE=1-R 2 R . ) (MAE . . 5 . 5: 2R MAE NMSE MSE RMSE

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9010000/0

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3399/7

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9- ]1[ 9731 ]2[ 8531 ]3[ 56-3631. ]4[ . " " 311 0731. ]5[ )4731(." " . 3. ]6[ . )6731( . .,[7] Apple yard & Field (1995). "International Economics, Payments, Exchange Rates .Macroeconomic Policy, University of North Carolina at chapel Hill, USA ,[8] Bogner .Stephan .)3002( "Gold .vs US ."Dollarhttp://216.239.37.104/translate_c?hl=en&sl=de&u=http://www.goldseiten.de/ansichten/bonger...&03.htm

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Adam.

(2003),

"Gold

in

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and

Yen".

http://www.zeall/c.com/2003/goldfx.htm.

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