{"id":"https://openalex.org/W1996940905","doi":"https://doi.org/10.1109/bife.2010.85","title":"Developing a Time Series Model Based on Particle Swarm Optimization for Gold Price Forecasting","display_name":"Developing a Time Series Model Based on Particle Swarm Optimization for Gold Price Forecasting","publication_year":2010,"publication_date":"2010-08-01","ids":{"openalex":"https://openalex.org/W1996940905","doi":"https://doi.org/10.1109/bife.2010.85","mag":"1996940905"},"language":"en","primary_location":{"id":"doi:10.1109/bife.2010.85","doi":"https://doi.org/10.1109/bife.2010.85","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bife.2010.85","pdf_url":null,"source":{"id":"https://openalex.org/S4306419181","display_name":"International Conference on Business Intelligence and Financial Engineering","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2010 Third International Conference on Business Intelligence and Financial Engineering","raw_type":"proceedings-article"},"volume":null,"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5011810327","display_name":"Esmaeil Hadavandi","orcid":"https://orcid.org/0000-0002-0002-3304","observed_orcids":["https://orcid.org/0000-0002-0002-3304"]},"institutions":[{"id":"https://openalex.org/I133529467","display_name":"Sharif University of Technology","ror":"https://ror.org/024c2fq17","country_code":"IR","type":"education","lineage":["https://openalex.org/I133529467"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Esmaeil Hadavandi","raw_affiliation_strings":["Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran","Dept. of Ind. Eng., Sharif Univ. of Technol., Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I133529467"]},{"raw_affiliation_string":"Dept. of Ind. Eng., Sharif Univ. of Technol., Tehran, Iran","institution_ids":["https://openalex.org/I133529467"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5103354421","display_name":"Arash Ghanbari","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I23946033","display_name":"University of Tehran","ror":"https://ror.org/05vf56z40","country_code":"IR","type":"education","lineage":["https://openalex.org/I23946033"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Arash Ghanbari","raw_affiliation_strings":["Department of Industrial Engineering, University of Tehran, Tehran, Iran","Dept. of Ind. Eng., Univ. of Tehran, Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, University of Tehran, Tehran, Iran","institution_ids":["https://openalex.org/I23946033"]},{"raw_affiliation_string":"Dept. of Ind. Eng., Univ. of Tehran, Tehran, Iran","institution_ids":["https://openalex.org/I23946033"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5024516697","display_name":"Salman Abbasian\u2010Naghneh","orcid":"https://orcid.org/0000-0003-2479-7651","observed_orcids":["https://orcid.org/0000-0003-2479-7651"]},"institutions":[{"id":"https://openalex.org/I9256017","display_name":"Islamic Azad University of Najafabad","ror":"https://ror.org/015j7c446","country_code":"IR","type":"education","lineage":["https://openalex.org/I110525433","https://openalex.org/I9256017"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Salman Abbasian-Naghneh","raw_affiliation_strings":["Department of Mathematic, Islamic Azad University, Najafabad, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematic, Islamic Azad University, Najafabad, Iran","institution_ids":["https://openalex.org/I9256017"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.3374,"has_fulltext":false,"cited_by_count":48,"citation_normalized_percentile":{"value":0.94445421,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"337","last_page":"340"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.0024999999441206455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/gold-price-forecasting","display_name":"gold price forecasting","score":1.0},{"id":"https://openalex.org/keywords/particle-swarm-optimization","display_name":"particle swarm optimization","score":0.9860000014305115},{"id":"https://openalex.org/keywords/time-series-forecasting","display_name":"time series forecasting","score":0.8939999938011169},{"id":"https://openalex.org/keywords/parameter-estimation","display_name":"parameter estimation","score":0.9539999961853027},{"id":"https://openalex.org/keywords/financial-forecasting","display_name":"financial forecasting","score":0.875},{"id":"https://openalex.org/keywords/prediction-accuracy","display_name":"prediction accuracy","score":0.5799999833106995}],"concepts":[{"id":"https://openalex.org/C85617194","wikidata":"https://www.wikidata.org/wiki/Q2072794","display_name":"Particle swarm optimization","level":2,"score":0.7800090909004211},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.605049729347229},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5623539686203003},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5018327236175537},{"id":"https://openalex.org/C2780598303","wikidata":"https://www.wikidata.org/wiki/Q65921492","display_name":"Flexibility (engineering)","level":2,"score":0.4836510419845581},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.47421789169311523},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4342729151248932},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38271287083625793},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.37067756056785583},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.338782399892807},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.18265676498413086},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16900300979614258},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12088251113891602},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/bife.2010.85","doi":"https://doi.org/10.1109/bife.2010.85","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bife.2010.85","pdf_url":null,"source":{"id":"https://openalex.org/S4306419181","display_name":"International Conference on Business Intelligence and Financial Engineering","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2010 Third International Conference on Business Intelligence and Financial Engineering","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1976611654","https://openalex.org/W1978520392","https://openalex.org/W1991001067","https://openalex.org/W2021252908","https://openalex.org/W2024783705","https://openalex.org/W2043406008","https://openalex.org/W2079965047","https://openalex.org/W2122257686","https://openalex.org/W2123513648","https://openalex.org/W2124823351","https://openalex.org/W2152195021","https://openalex.org/W2162389778","https://openalex.org/W2169533279","https://openalex.org/W2402846924","https://openalex.org/W2482791116"],"related_works":["https://openalex.org/W2364966116","https://openalex.org/W4399054093","https://openalex.org/W7161806824","https://openalex.org/W7117978021","https://openalex.org/W7116775806","https://openalex.org/W4301624858","https://openalex.org/W3165772638","https://openalex.org/W4242285290","https://openalex.org/W4412704565","https://openalex.org/W4391929913"],"abstract_inverted_index":{"The":[0],"trend":[1],"of":[2,16,24,42,66,84,119,129,157],"gold":[3,36,104,130,158],"price":[4,105,131,159],"in":[5,48],"the":[6,9,14,17,22,35,43,85,103,120,134,147,155],"market":[7],"is":[8,40,82,107,150],"most":[10,44],"important":[11,45],"consideration":[12],"for":[13,89,102,113,178],"investors":[15],"gold,":[18],"and":[19,62,72,91,132,162],"serves":[20],"as":[21,174],"basis":[23],"gaining":[25],"profit,":[26],"so":[27,169],"there":[28],"are":[29,59],"scholars":[30],"who":[31],"try":[32],"to":[33,152],"forecast":[34],"price.":[37],"Forecasting":[38],"accuracy":[39],"one":[41,83],"factors":[46],"involved":[47],"selecting":[49],"a":[50,97,175],"forecasting":[51,106,180],"method.":[52],"Besides,":[53],"nowadays":[54],"artificial":[55],"intelligence":[56],"(AI)":[57],"techniques":[58,88],"becoming":[60],"more":[61,63],"widespread":[64],"because":[65],"their":[67],"accuracy,":[68,168],"symbolic":[69],"reasoning,":[70],"flexibility":[71],"explanation":[73],"capabilities.":[74],"Among":[75],"these":[76],"techniques,":[77],"particle":[78],"swarm":[79],"optimization":[80,90],"(PSO)":[81],"best":[86],"AI":[87],"parameter":[92,114],"estimation.":[93,115],"In":[94],"this":[95],"study":[96],"PSO-based":[98],"time":[99,160],"series":[100,161],"model":[101,122],"proposed":[108,121,148],"that":[109,146],"uses":[110],"PSO":[111],"algorithm":[112],"We":[116],"evaluate":[117],"capability":[118],"by":[123],"applying":[124],"it":[125,163,170],"on":[126],"daily":[127],"observation":[128],"compare":[133],"outcomes":[135],"with":[136,154],"previous":[137],"methods":[138],"using":[139],"mean":[140],"absolute":[141],"error":[142],"(MAE).":[143],"Results":[144],"show":[145],"approach":[149],"able":[151],"cope":[153],"fluctuations":[156],"also":[164],"yields":[165],"good":[166],"prediction":[167],"can":[171],"be":[172],"considered":[173],"suitable":[176],"tool":[177],"financial":[179],"problems.":[181]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":8},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}