A hybrid Bayesian-network proposition for forecasting the crude oil price
Year of publication: |
2019
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Authors: | Fazelabdolabadi, Babak |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 5.2019, 30, p. 1-21
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Subject: | Bayesian networks | Random Forest | Markov chain Monte Carlo | Support vector machine | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Ölpreis | Oil price | Mustererkennung | Pattern recognition | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-019-0144-2 [DOI] hdl:10419/237174 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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