A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence
Indranil Ghosh, Tamal Datta Chaudhuri, Esteban Alfaro-Cortés, Matías Gámez, Noelia García
| Year of publication: |
2022
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|---|---|
| Authors: | Ghosh, Indranil ; Chaudhuri, Tamal D. ; Alfaro-Cortés, Esteban ; Gámez, Matías ; García, Noelia |
| Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 181.2022, p. 1-21
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| Subject: | Boruta | Explainable Artificial Intelligence | Futures prices | Regularized Random forest | Spot prices | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Theorie | Theory | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2022.121757 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013417269