Simulation of Gold Price for the First 20 Years in the 21st Century with Random Walk Model

Yan, Shaomin and Wu, Guang (2022) Simulation of Gold Price for the First 20 Years in the 21st Century with Random Walk Model. In: Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China.

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Abstract

Whether or not a stock index can be interpreted by the random walk model is important but debatable because it is closely linked to the weak form of the efficient market hypothesis (EMH). As an important commodity, a precious metal, and the reserve in central banks, the gold price is the objective o

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 15:43
Last Modified: 17 Apr 2026 05:01
URI: http://eprints.eai.eu/id/eprint/40513

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