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为研究贵金属价格的变化趋势,以100g现货黄金Au100g为例进行数据处理和建模。综合考虑多重因素对贵金属价格的影响,主要包括石油价格、通货膨胀(具体体现在居民消费物价指数、商品零售价格指数等)、人民币美元汇率、股票市场(具体可以体现在道琼斯指数、纳斯达克指数、沪深指数等),整合07年以来近九年的Au100g价格日数据和月度数据以及各种影响因素的相关数据。利用马尔科夫模型、神经网络、偏最小二乘分析等多种数学模型,取长补短,从长短期等多角度进行充分的数据挖掘,进而预测Au100g的价格,本文重点以人工神经网络模型展开介绍。
In order to study the trend of the price of precious metals, take 100g spot gold Au100g as an example for data processing and modeling. Comprehensive consideration of the impact of multiple factors on the price of precious metals, including oil prices, inflation (embodied in the consumer price index, retail price index, etc.), the RMB exchange rate of RMB, the stock market (specifically reflected in the Dow Jones index, Nasdaq Grams index, the Shanghai and Shenzhen indices, etc.), the integration of nearly 100 years since 2007 Au100g price date data and monthly data and various factors related to the data. By using mathematical models such as Markov model, neural network and partial least squares analysis, we can make full use of shortcomings and make full use of data mining from multiple perspectives such as short-term and long-term to forecast the price of Au100g. This article focuses on the introduction of artificial neural network model.