Commodity futures price forecast based on multi-scale combination model
Yijia Liu, Yukun Gao, Yufeng Shi, Yuxue Zhang, Li Li and Qimeng Han
| 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 | Prognose | Forecast | Rohstoffpreis | Commodity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786322500311 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014234465