Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method
Wenyang Huang, Huiwen Wang, Haotong Qin, Yigang Wei, Julien Chevallier
| Year of publication: |
2022
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|---|---|
| Authors: | Huang, Wenyang ; Wang, Huiwen ; Qin, Haotong ; Wei, Yigang ; Chevallier, Julien |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 110.2022, p. 1-16
|
| Subject: | CNN | EUA | OHLC data | Trading strategies | Unconstrained transformation | EU-Staaten | EU countries | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349896