Gold prices prediction using machine learning?

Questions
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1

Dear all,

I have a historical gold prices time series from 22 September 2008 to 17 September 2021. I would like to predict the gold prices for the ten next days using machine learning methods.

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I calculated the autocorrelation function for determining the inputs of the predictive models:

m = ACF[data, 800];

acfS = ListLinePlot[m, ImageSize -> 500, 
  PlotStyle -> {Orange, Thickness[0.005]}, 
        AxesStyle -> Directive[Black, 12], PlotRange -> All]

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It is clear that using the antecedent 400 values as input for the predictive model does not make sense. What can I do for solving this problem? Attached are the data.

I appreciate your time.

Alex

Gold.xlsx (63.3 KB)

2

This looks interesting. Unfortunately I am just starting with Mathematica, so I can’t bring much to the table, but I’ll follow the discussion.

3

An interesting issue, Alex.

4

Hi Alex. Did you make any progress with your idea?
And if so, how did your code hold up in the last month as a predictor?