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ARCH model 1 ARCH-Modell 1 Erdöl 1 Forecasting model 1 LSTM model 1 Oil market 1 Oil price 1 PSO algorithm 1 Petroleum 1 Prognoseverfahren 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 crude oil news headlines 1 market volatility 1 text mining technology 1 Ölmarkt 1 Ölpreis 1
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Jiao, Xingrui 1 Kong, Yang 1 Song, Yuping 1 Tang, Xiaolong 1
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Journal of forecasting 1
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Volatility forecasting for crude oil based on text information and deep learning PSO-LSTM model
Jiao, Xingrui; Song, Yuping; Kong, Yang; Tang, Xiaolong - In: Journal of forecasting 41 (2022) 5, pp. 933-944
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