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Record W2606461460 · doi:10.11114/aef.v4i3.2295

Empirical Modeling for the Spot Price of Gold Based on Influencing Factors

2017· article· en· W2606461460 on OpenAlexaff
Weihe Wang, Weixuan Xia

Bibliographic record

VenueApplied Economics and Finance · 2017
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsQuest University Canada
Fundersnot available
KeywordsEconomicsEconometricsGold as an investmentPoint (geometry)Multivariate statisticsVariety (cybernetics)Gold standard (test)Range (aeronautics)Financial economicsMacroeconomicsComputer scienceStatisticsMathematics

Abstract

fetched live from OpenAlex

In light of the special roles of the price of gold on the technological and economic development as well as social aspects of human society, it is of great importance and necessity to develop a series of statistical models that, based on sound reflection of the current structure of the gold market, are able to provide valuable references for trends of the gold price. In fact, the gold price is influenced by a variety of economic factors. For forecasting purposes, it is useful to study the short- and long-run effect of direct and indirect economic factors towards the supply and demand of gold and thus the spot price of gold. To this point, this paper focuses on analyzing the individual and mutual impact of influencing factors on the gold price and, simultaneously, providing a short-term forecast of the price of gold based on the relationships with other major macroeconomic variables. While these relationships are modeled with multiple regression, forecasts of individual factors are obtained under multivariate time series models. The forecasting results are found to be accurate in a relative sense, confirming the significant impact of the factors chosen while indicating the validity of the modeling idea applied.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.816
Threshold uncertainty score0.636

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.051
GPT teacher head0.246
Teacher spread0.195 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2017
Admission routes1
Has abstractyes

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