Open Access
Research Article·pp. 1381–1391·Vol. 27, Issue 7Oct 2024
Gold market risk evaluations using GARCH incorporate with machine learning
Lee Yong Xin, Chin Wen Cheong, Gloria Teng Ai Hui, Lim Min
Published Online: 30 Nov 2024DOI: 10.47974/JSMS-1214
In this paper: This paper utilizes the Support Vector Regression (SVR) and Artificial Neural Network (ANN) integrated with a GARCH model in analyzing volatility within the gold market. We used the root of mean squar...
