Browsing by Author "Faculty Of Computer and Mathematical Sciences, Universiti Teknologi MARA (UiTM)"

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    • Modelling and forecasting gold price return and its volatility 

      Izzah Nazatul Nazihah, Ejap; Nur Hamizah, Mohd Ariff; Nur Huda Athirah, Abdullah; Nurul Nisa’, Khairol Azmi (Institute of Engineering Mathematics, Universiti Malaysia Perlis, 2022-12)
      In the financial industry, forecasting gold price return and its volatility are crucial. Even tiny improvements in prediction performance can add up to a significant sum of money. One strategy for anticipating gold price ...