Crude oil prices and kernel-based models
Year of publication: |
2014
|
---|---|
Authors: | Panella, Massimo ; D'Ecclesia, Rita Laura ; Stack, David G. |
Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 1.2014, 3, p. 214-238
|
Subject: | crude oil price dynamics | time series prediction | neural networks modelling | kernel-based model | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Ölmarkt | Oil market | Welt | World |
-
Álvarez-Díaz, Marcos, (2020)
-
Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices
Sharma, Sudhi, (2020)
-
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying, (2022)
- More ...
-
Financial asset demand in the Italian market : an empirical analysis
Calcagnini, Giorgio, (1996)
-
Demand for assets by heterogeneous agents in the Italian markets
D'Ecclesia, Rita Laura, (1997)
-
Tracking indices of fixed-income securities for the Italian market
D'Ecclesia, Rita Laura, (1999)
- More ...