پیش‌بینی الگوی قیمتی طلا با درونیابی فراکتال

[1] M. Abaszade and S. Effati, Support vector regression with random output variable and probabilistic constraints, Iran. J. Fuzzy Syst., 14 no. 1 (2017) 43–60.
[2] S. Alahmari, Predicting the price of cryptocurrency using support vector regression methods, J. Mech. Continua Math. Sci., 15 no. 4 (2020) 313–322.
[3] M. F. Barnsley, Fractals everywhere, Academic Press, Inc., Boston, MA, 1988.
[4] C. Conrad, M. Karanasos and N. Zeng, Multivariate fractionally integrated APAARCH modeling of stock market volatility: A multi-country study, Journal of Empirical Finance, 18 no. 1 (2011) 147–159.
[5] S. Das, M. S. Arman, S. S.Hossain and S. Islam, Bangladeshi stock price prediction and analysis with potent machine learning approaches, Cyber Security and Computer Science, 325 no. 2 (2020) 230–240.
[6] R. Hafezi and A. N. Akhavan, Forecasting gold Price changes: application of an equipped artificial neural network, AUT J Model Simul, 50 no. 1 (2018) 71–82.
[7] A. Hatamlou and M. Deljavan, Forecasting gold price using data mining techniques by considering new factors, J. AI Data Min., 7 no. 3 (2019) 411–420.
[8] H. E. Hurst, Long term storage capacities of reservoirs, Trans. Amer. Soc. Giv. Engrs., 116 (1951) 770–799.
[9] J. Li, Rescaled range (R/S) analysis on seismic activity parameters, Acta Seismologica Sinica, 14 no. 2 (2001) 148–155.
[10] G. Z. Li , J. B. Huang and H. Y. Huang, Calculating method of contraction operators in fractal interpolation based on the B-spline, Journal of Ordnance Engineering College, 18 no. 2 (2006 ) 76–78.
[11] R. N. Mantegna and H. E. Stanley, Turbulence and financial markets, Nature, 383 (1996) 587-588.
[12] M. Matsushita and H. Fukiwara, Fractal growth in financial markets formation, physical sciences and biology, 35 (1993) 637–648.
[13] J. H. Min and Y. C. Lee, Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters, Expert systems with applications, 28 no. 4 (2005) 603–614.
[14] M. Mun and R. Brooks, The roles of news and volatility in stok market correlations during the global financial crisis, Emerging Markets Reviw, 13 (2012) 1–7.
[15] S. Mirmirani and H. C. Li, Gold price, neural networks and genetic algorithm, Computational Economics, 23 (2004) 193–200.
[16] I. Pilgrim and R. P. Taylor, Fractal analysis of time-series data sets: Methods and challenges, In book Fractal Analysis, Working paper, 2018.
[17] R. S. Tsay, Analysis of financial time series, Third edition. Wiley Series in Probability and Statistics, John Wiley & Sons, Inc., Hoboken, NJ, 2010.

[18] P. Sadorsky, Predicting gold and silver price direction using tree-based classifiers, J. Risk Financial Manag., 14 no. 5 (2021) pp. 21.
[19] L. Sarfaras and A. Afsar, Study on the factors affecting gold price and a neuro-fuzzy model of forecast, MPRA posted, (2005) 21 28–55.
[20] V. N. Vapnik, The nature of statistical learning theory, Springer-Verlag, New York, 1995 188 pp.
[21] H. Y. Wang, H. Li and J. Y. Shen, A novel hybrid fractal interpolation-SVM model for forecasting stock price indexes, Fractals, 27 no. 4 (2018) 11 pp.
[22] M. Y. Zhai, A new method for short-term load forecasting based on fractal interpolation and wavelet analysis, Int. J. Electr Power Energy Syst., 69 no.1 (2015) 241–245.