A novel integrated method for improving the forecasting accuracy of crude oil : ESMD-CFastICA-BiLSTM-Attention
Zisheng Ouyang, Min Lu, Zhongzhe Ouyang, Xuewei Zhou, Ren Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Ouyang, Zisheng ; Lu, Min ; Ouyang, Zhongzhe ; Zhou, Xuewei ; Wang, Ren |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 138.2024, Art.-No. 107851, p. 1-15
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| Subject: | Crude oil price and volatility | Extreme-point symmetric empirical mode decomposition | Fast independent component analysis | Deep learning | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107851 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015187408