基于EMD-LSTM的国际黄金期货价格预测  

International gold futures price forecast based on EMD-LSTM

作　　者：杨晨 陈贵词[1,2] YANG Chen;CHEN Guici(College of Sciences,Wuhan University of Science and Technology,Wuhan 430070,China;Hubei Province Key Laboratory of Systems Science in Metallurgical Process,Wuhan University of Science and Technology,Wuhan 430065,China)

机构地区：[1]武汉科技大学理学院,武汉430065 [2]武汉科技大学冶金工业过程系统科学湖北省重点实验室,武汉430065

出　　处：《中南民族大学学报（自然科学版）》2023年第6期857-864,共8页Journal of South-Central University for Nationalities：Natural Science Edition

基　　金：冶金工业过程系统科学湖北省重点实验室基金重点资助项目(Z202102)。

摘　　要：黄金是一种特殊的金融商品,黄金期货作为黄金市场的衍生品,其价格受到多方面的影响,且具有金融序列非线性不平稳的特点,因此传统的统计预测模型通常难以预测其走势.将美元指数、纳斯达克综合指数、道琼斯工业平均指数和标准普尔500指数作为国际黄金期货价格的影响因素,选择2011―2021年交易日收盘价基于EMD-LSTM的组合模型进行预测,并通过与SVR、RF、RNN和LSTM模型对比分析,结果表明:EMD-LSTM模型在国际黄金期货价格的预测上具有更良好的效果,精度更高,能更准确地预测国际黄金期货价格走势.Gold is a special financial commodity.As a derivative of gold market,the price of gold futures is affected by many aspects and has the characteristics of nonlinear instability.Therefore,the traditional statistical prediction model is usually difficult to predict its trend.The Dollar Index,Nasdaq Composite Index,Dow Jones Industrial Average Index and Standard&Poor´s 500 Index are taken as the influencing factors of international gold futures price,and the closing prices of trading days from 2011 to 2021 are predicted based on the combination model of EMD-LSTM,and compared with SVR,RF,RNN and LSTM models.The results indicate that EMD-LSTM model has a better effect on the prediction of international gold futures price with higher accuracy,and can predict the trend of international gold futures price more accurately.

关 键 词：国际黄金期货价格 经验模态分解 长短期记忆网络 

分 类 号：TP181[自动化与计算机技术—控制理论与控制工程]