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Gold Price Forecasting and Related Influence Factors Analysis Based on Random Forest

机译：基于随机林的黄金价格预测及相关影响因素分析

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摘要

Gold price fluctuation trend prediction is an important issue in the financial world. Even small improvements in predictive performance can make lots of profits. In order to improve the prediction, various factors were considered in related literatures, such as US dollar index (USDX), the crude oil price (COP), Dow Jones Industrial Average (DJIA), the CPI of US (USCPI), the prices of US ten year bond futures (US 10BFP), the Hang Seng Index (HIS) and the Standard & Poor's 500 Index (S&P500), etc. However, the more factors should be considered, the more difficult data can be gathered. This paper used the random forest method to predict the trend of fluctuations of the gold price. Our predictions are one month ahead. Extensive experiments based on real world data were conducted. Our findings show that (1) the random forest is a powerful method to predict the trends of fluctuations of the gold price and (2) the results also validated that, by using the random forest algorithm, there were only two factors must be considered to ensure the performance of the prediction, which were DJIA and S&P500.
机译：黄金价格波动趋势预测是金融界的重要问题。即使是预测性能的小改善也可以提高利润。为了改善预测，各种因素被考虑在相关文献中，如美元指数（USDX），原油价格（缔约方会议），道琼斯工业平均值（DJIA），美国的CPI（USCPI），价格美国十年债券期货（美国10BFP），恒生指数（他）和标准差和差的500指数（标准普尔500号）等，应考虑越大的因素，可以收集越难的数据。本文采用随机森林方法来预测黄金价格波动的趋势。我们的预测是未来一个月。进行了基于现实世界数据的广泛实验。我们的研究结果表明，（1）随机森林是一种强大的方法，可以预测黄金价格波动的趋势和（2）结果还经过验证，通过使用随机森林算法，只有两个因素必须考虑确保预测的性能，这是Djia和S＆P500。

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