Forecasting the term structure of commodities future prices using machine learning
Mario Figueiredo, Yuri F. Saporito
| Year of publication: |
2023
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|---|---|
| Authors: | Figueiredo, Mario ; Saporito, Yuri F. |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 5.2023, 1, p. 57-90
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| Subject: | Commodities | Deep learning | Dynamic Nelson-Siegel | Forecasting | Future prices | Schwartz-Smith model | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Künstliche Intelligenz | Artificial intelligence | Zinsstruktur | Yield curve | Theorie | Theory | Warenbörse | Commodity exchange | Rohstoffpreis | Commodity price | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-022-00069-3 [DOI] |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014251568