Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?
Kunliang Xu, Hongli Niu
| 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 | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Neuronale Netze | Neural networks | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2022.121967 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013547740