Forecasting short-term oil price with a generalised pattern matching model based on empirical genetic algorithm
Year of publication: |
2020
|
---|---|
Authors: | Zhao, Lu-Tao ; Zeng, Guan-Rong ; He, Ling-yun ; Meng, Ya |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 4, p. 1151-1169
|
Subject: | Oil price forecasting | Pattern matching | Empirical distribution | Genetic algorithm | Experiment | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Evolutionärer Algorithmus | Evolutionary algorithm | Theorie | Theory | Prognose | Forecast |
-
Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
Drachal, Krzysztof, (2021)
-
The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Dritsaki, Chaido, (2018)
-
Optimised hybrid CNN bi-LSTM model for stock price forecasting
Patnaik, Deepti, (2024)
- More ...
-
The optimal hedge strategy of crude oil spot and futures markets : Evidence from a novel method
Zhao, Lu-Tao, (2018)
-
Predicting oil prices : an analysis of oil price volatility cycle and financial markets
Zhao, Lu-Tao, (2021)
-
The fluctuations of China's energy intensity: Biased technical change
Wei, Yi-Ming, (2014)
- More ...