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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Bibliographic Details

Published in:	Data science in finance and economics Vol. 3; no. 3; pp. 251 - 266
Main Authors:	Li, Ming, Li, Ying
Format:	Journal Article
Language:	English
Published:	AIMS Press 01.09.2023
Subjects:	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 Access:	Get full text
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