Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?
Year of publication: |
2022
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Authors: | Xu, Kunliang ; Niu, Hongli |
Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 184.2022, p. 1-14
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Subject: | Ensemble empirical mode decomposition | Decomposition-ensemble | Neural network | Prediction | Efficient market hypothesis | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Schätzung | Estimation |
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