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  • Search: subject:"crude oil futures prices forecasting"
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Year of publication
Subject
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convolutional neural networks 2 crude oil futures prices forecasting 2 short-term forecasting 2 Commodity derivative 1 Erdöl 1 Forecast 1 Forecasting model 1 Neural networks 1 Neuronale Netze 1 Oil price 1 Petroleum 1 Prognose 1 Prognoseverfahren 1 Rohstoffderivat 1 Ölpreis 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Cai, Xiaojing 2 Hamori, Shigeyuki 2 Luo, Zhaojie 2 Takiguchi, Tetsuya 2 Tanaka, Katsuyuki 2 Kinkyo, Takuji 1 Kinkyō, Takuji 1
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Published in...
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Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Can we forecast daily oil futures prices? Experimental evidence from convolutional neural networks
Luo, Zhaojie; Cai, Xiaojing; Tanaka, Katsuyuki; … - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-13
This paper proposes a novel approach, based on convolutional neural network (CNN) models, that forecasts the short-term crude oil futures prices with good performance. In our study, we confirm that artificial intelligence (AI)-based deep-learning approaches can provide more accurate forecasts of...
Persistent link: https://www.econbiz.de/10012611083
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Cover Image
Can we forecast daily oil futures prices? : experimental evidence from convolutional neural networks
Luo, Zhaojie; Cai, Xiaojing; Tanaka, Katsuyuki; … - In: Journal of risk and financial management : JRFM 12 (2019) 1/9, pp. 1-13
This paper proposes a novel approach, based on convolutional neural network (CNN) models, that forecasts the short-term crude oil futures prices with good performance. In our study, we confirm that artificial intelligence (AI)-based deep-learning approaches can provide more accurate forecasts of...
Persistent link: https://www.econbiz.de/10011961566
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