Forecasting interval-valued returns of crude oil : a novel kernel-based approach
Year of publication: |
2024
|
---|---|
Authors: | Yang, Kun ; Xu, Xueqing ; Wei, Yunjie ; Wang, Shouyang |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 8, p. 2937-2953
|
Subject: | crude oil | forecasting | interval-valued time series | kernel function | neural networks | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Erdöl | Petroleum | Ölmarkt | Oil market | Prognose | Forecast |
-
Forecasting the term structure of crude oil futures prices with neural networks
Baruník, Jozef, (2015)
-
Luo, Jiawen, (2020)
-
Forecasting crude oil futures prices using global macroeconomic news sentiment
Sadik, Zryan A., (2020)
- More ...
-
An interval constraint-based trading strategy with social sentiment for the stock market
Li, Mingchen, (2024)
-
Li, Mingchen, (2022)
-
Interval decomposition ensemble approach for crude oil price forecasting
Sun, Shaolong, (2018)
- More ...