Commodity futures price forecast based on multi-scale combination model
Year of publication: |
2022
|
---|---|
Authors: | Liu, Yijia ; Gao, Yukun ; Shi, Yufeng ; Zhang, Yuxue ; Li, Li ; Han, Qimeng |
Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 4, Art.-No. 2250031, p. 1-32
|
Subject: | Commodity futures price forecast | improved self-attention mechanism | long short-term memory neural network | variational mode decomposition | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Theorie | Theory | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Warenbörse | Commodity exchange |
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