Crude oil price forecasting : experimental evidence from wavelet decomposition and neural network modeling
Year of publication: |
2012
|
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Authors: | Jammazi, Rania ; Aloui, Chaker |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 3, p. 828-841
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Subject: | Harr a Trous wavelet | Neural network | Back propagation | Crude oil price forecasting | Activation function | Input-hidden nodes | In-sample out-of-sample basis | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Ölpreis | Oil price | Zustandsraummodell | State space model | Prognose | Forecast |
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