Research on crude oil price forecasting based on computational intelligence

The crude oil market, as a complex evolutionary nonlinear driving system, is by nature a highly noisy, nonlinear and deterministic chaotic series of price series. In this paper, a computational intelligence-based portfolio model is constructed to forecast crude oil prices using weekly price data of...

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Veröffentlicht in:	Data science in finance and economics Jg. 3; H. 3; S. 251 - 266
Hauptverfasser:	Li, Ming, Li, Ying
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	AIMS Press 01.09.2023
Schlagworte:	Algorithms Analysis Commodity futures crude oil price ensemble empirical modal decomposition Forecasts and trends gray forecasting algorithm neural network model Neural networks Texas
ISSN:	2769-2140, 2769-2140
Online-Zugang:	Volltext
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