Predicting Precious Metal Markets using Custom Deep-Learning NARX Network: A Portfolio Application

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Predicting Precious Metal Markets using Custom Deep-Learning NARX Network: A Portfolio Application

The thesis aims to predict precious metal market prices using a deep learning model known as Nonlinear AutoRegressive with eXogenous input. Market forecasts of the 58 assets selected are evaluated through portfolio techniques such as Mean-Variance and Conditional Value-at-Risk to demonstrate the rea...

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Bibliographic Details
Main Author:	Tjendra, Stephanie Aliana
Format:	Thesis
Published:	Curtin University 2024
Online Access:	http://hdl.handle.net/20.500.11937/96183

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