{"id":"https://openalex.org/W2809750327","doi":"https://doi.org/10.22060/miscj.2018.13508.5074","title":"Forecasting Gold Price Changes: Application of an Equipped Artificial Neural Network","display_name":"Forecasting Gold Price Changes: Application of an Equipped Artificial Neural Network","publication_year":2018,"publication_date":"2018-06-01","ids":{"openalex":"https://openalex.org/W2809750327","doi":"https://doi.org/10.22060/miscj.2018.13508.5074","mag":"2809750327"},"language":"en","primary_location":{"id":"pmh:oai:doaj.org/article:f46919d64e914b8cbe81042b3f5d9ace","doi":"https://doi.org/10.22060/miscj.2018.13508.5074","is_oa":false,"landing_page_url":"https://doaj.org/article/f46919d64e914b8cbe81042b3f5d9ace","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","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":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"AUT Journal of Modeling and Simulation, Vol 50, Iss 1, Pp 71-82 (2018)","raw_type":"article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["doaj"],"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/A5078908212","display_name":"Reza Hafezi","orcid":"https://orcid.org/0000-0003-0070-3737","observed_orcids":["https://orcid.org/0000-0003-0070-3737"]},"institutions":[{"id":"https://openalex.org/I158248296","display_name":"Amirkabir University of Technology","ror":"https://ror.org/04gzbav43","country_code":"IR","type":"education","lineage":["https://openalex.org/I158248296"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Reza Hafezi","raw_affiliation_strings":["Technology Foresight Group, Department of Management, Science and Technology, Amirkabir University of Technology, Tehran, Iran"],"raw_orcid":"https://orcid.org/0000-0003-0070-3737","affiliations":[{"raw_affiliation_string":"Technology Foresight Group, Department of Management, Science and Technology, Amirkabir University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I158248296"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5057294707","display_name":"Amir Akhavan","orcid":"https://orcid.org/0000-0002-6787-7750","observed_orcids":["https://orcid.org/0000-0002-6787-7750"]},"institutions":[{"id":"https://openalex.org/I158248296","display_name":"Amirkabir University of Technology","ror":"https://ror.org/04gzbav43","country_code":"IR","type":"education","lineage":["https://openalex.org/I158248296"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Amir Naser Akhavan","raw_affiliation_strings":["Technology Foresight Group, Department of Management, Science and Technology, Amirkabir University of Technology, Tehran, Iran"],"raw_orcid":"https://orcid.org/0000-0002-6787-7750","affiliations":[{"raw_affiliation_string":"Technology Foresight Group, Department of Management, Science and Technology, Amirkabir University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I158248296"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I158248296"],"apc_list":null,"apc_paid":null,"fwci":2.0956,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.87440222,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"50","issue":"1","first_page":"71","last_page":"82"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9980000257492065,"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":0.9980000257492065,"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":0.0020000000949949026,"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/T11490","display_name":"Hydrological Forecasting Using AI","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2305","display_name":"Environmental Engineering"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental 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":0.996999979019165},{"id":"https://openalex.org/keywords/neural-network","display_name":"artificial neural networks","score":0.699999988079071},{"id":"https://openalex.org/keywords/bat-algorithm","display_name":"bat algorithm","score":0.8370000123977661},{"id":"https://openalex.org/keywords/metaheuristic-optimization","display_name":"metaheuristic optimization","score":0.8650000095367432},{"id":"https://openalex.org/keywords/hybrid-neural-network","display_name":"hybrid neural network","score":0.5619999766349792},{"id":"https://openalex.org/keywords/time-series-forecasting","display_name":"time series forecasting","score":0.7350000143051147}],"concepts":[{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.8020992279052734},{"id":"https://openalex.org/C186108316","wikidata":"https://www.wikidata.org/wiki/Q352530","display_name":"Adaptive neuro fuzzy inference system","level":4,"score":0.6969113349914551},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6233938932418823},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.5731411576271057},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.5707290172576904},{"id":"https://openalex.org/C179717631","wikidata":"https://www.wikidata.org/wiki/Q2991667","display_name":"Multilayer perceptron","level":3,"score":0.4839370846748352},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4701566696166992},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.37620410323143005},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.3652963638305664},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.36105912923812866},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.33045896887779236},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.30070728063583374},{"id":"https://openalex.org/C195975749","wikidata":"https://www.wikidata.org/wiki/Q1475705","display_name":"Fuzzy control system","level":3,"score":0.2292642891407013},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.18734264373779297},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15758919715881348},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.142676442861557}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:doaj.org/article:f46919d64e914b8cbe81042b3f5d9ace","doi":"https://doi.org/10.22060/miscj.2018.13508.5074","is_oa":false,"landing_page_url":"https://doaj.org/article/f46919d64e914b8cbe81042b3f5d9ace","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","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":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"AUT Journal of Modeling and Simulation, Vol 50, Iss 1, Pp 71-82 (2018)","raw_type":"article"},{"id":"mag:2809750327","doi":"https://doi.org/10.22060/miscj.2018.13508.5074","is_oa":false,"landing_page_url":"https://miscj.aut.ac.ir/article_2827_9dfae0734b49615b4ab52ed19ca28d6f.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306503847","display_name":"AUT Journal of Modeling and Simulation","issn_l":null,"issn":["2588-2953","2588-2961"],"is_oa":false,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","norway-1"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"AUT Journal of Modeling and Simulation","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7037936364","https://openalex.org/W4383682292","https://openalex.org/W2493230868","https://openalex.org/W2946432198","https://openalex.org/W2026326471","https://openalex.org/W2043245749","https://openalex.org/W7166642284","https://openalex.org/W2996692126","https://openalex.org/W2067388869","https://openalex.org/W7161806824"],"abstract_inverted_index":{"The":[0,79,99],"forecast":[1],"of":[2,4,77,96,106],"fluctuations":[3],"prices":[5,76],"is":[6,22,83,102],"the":[7,56,165],"major":[8],"concern":[9],"in":[10],"financial":[11],"markets.":[12],"Thus,":[13,45],"developing":[14],"an":[15,64,159],"accurate":[16],"and":[17,111,139,173],"robust":[18],"forecasting":[19,175],"decision":[20],"model":[21,66,101,149],"critical":[23],"for":[24],"investors.":[25],"As":[26],"gold":[27,39,50],"has":[28],"shown":[29],"a":[30,41,86,107],"special":[31],"capability":[32],"to":[33,62,73,92,104,147],"smooth":[34],"inflation":[35],"fluctuations,":[36],"governors":[37],"use":[38],"as":[40,116,158],"price":[42,51],"controlling":[43],"lever.":[44],"more":[46],"information":[47],"about":[48],"future":[49,75],"trends":[52],"will":[53],"help":[54],"make":[55,93],"firm":[57],"decisions.":[58],"This":[59],"paper":[60,110],"attempts":[61],"propose":[63],"intelligent":[65,81],"founded":[67],"by":[68],"artificial":[69],"neural":[70],"networks":[71],"(ANNs)":[72],"project":[74],"gold.":[78],"proposed":[80,166],"network":[82],"equipped":[84],"with":[85],"meta-heuristic":[87],"algorithm":[88,91],"called":[89],"BAT":[90],"ANN":[94],"capable":[95],"following":[97],"fluctuations.":[98],"designed":[100],"compared":[103],"that":[105,164],"published":[108],"scientific":[109],"other":[112],"competitive":[113],"models":[114],"such":[115],"Autoregressive":[117],"Integrated":[118],"Moving":[119],"Average":[120],"(ARIMA),":[121],"ANN,":[122],"Adaptive":[123],"Neuro-Fuzzy":[124],"Inference":[125],"System":[126],"(ANFIS),":[127],"Multilayer":[128],"Perceptron":[129],"(MLP)":[130],"Neural":[131,137,142],"Network,":[132],"Radial":[133],"Basis":[134],"Function":[135],"(RBF)":[136],"Network":[138,168],"Generalized":[140],"Regression":[141],"Networks":[143],"(GRNN).":[144],"In":[145],"order":[146],"evaluate":[148],"performance,":[150],"Root":[151],"Mean":[152],"Squared":[153],"Error":[154],"(RMSE)":[155],"was":[156],"employed":[157],"error":[160],"index.":[161],"Results":[162],"show":[163],"BAT-Neural":[167],"(BNN)":[169],"outperforms":[170],"both":[171],"conventional":[172],"modern":[174],"models.":[176]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2018-07-10T00:00:00"}