Gold Price Prediction — Time-Series Forecasting & Feature Engineering
Performed machine learning experimentation and evaluation for time-series regression to forecast gold prices using engineered features and multiple models. Conducted thorough EDA and stationarity/outlier analysis to validate feature relevance before training. Benchmarked models with MAE, RMSE, and directional accuracy to compare generalization performance. • Built regression pipelines using OHLC history and macroeconomic indicators • Engineered lag/rolling-window features for supervised learning • Evaluated Linear Regression, Random Forest, and XGBoost on held-out tests • Used MAE, RMSE, and directional accuracy for model selection