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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Vydané v:	Data science in finance and economics Ročník 3; číslo 3; s. 251 - 266
Hlavní autori:	Li, Ming, Li, Ying
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	AIMS Press 01.09.2023
Predmet:	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
On-line prístup:	Získať plný text
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