Data for: Deep belief network for gold price forecasting
The data of CPI of US, the federal funds rate, crude oil future price, the nominal effective exchange rate and Dow Jones index and gold price are presented in the table。 Gold price is the closing price of the last trading day of the London market at the end of each month, in dollars per ounce. The U.S. consumer price index (CPI) is the CPI index for all urban consumers (2010=100). The federal funds rate of the United States is analyzed by means of the arithmetic average of all trading days of the month as the monthly value. The price of oil futures is the closing price of the last trading day of the month. The nominal effective exchange rate of the United States is converted to 100 in 2010. Dow Jones index is the Dow Jones industries average index, which is the closing price index of the last trading day of the month. The sample period extends from 01/1984 to 12/2019 of 432 months for a total of 432 observations.