Evaluating the effectiveness of modern forecasting models in predicting commodity futures prices in volatile economic times
Year of publication: |
2023
|
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Authors: | Vancsura, László ; Tatay, Tibor ; Bareith, Tibor |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 2, Art.-No. 27, p. 1-16
|
Subject: | commodity market | price forecast | risk management | time series | artificial intelligence | neural network | planning | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Künstliche Intelligenz | Artificial intelligence | Zeitreihenanalyse | Time series analysis | Neuronale Netze | Neural networks | Theorie | Theory | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Risikomanagement | Risk management | Börsenkurs | Share price | Rohstoffpreis | Commodity price |
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