A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence
Indranil Ghosh, Tamal Datta Chaudhuri, Esteban Alfaro-Cortés, Matías Gámez, Noelia García
Year of publication: |
2022
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Authors: | Ghosh, Indranil ; Chaudhuri, Tamal D. ; Alfaro-Cortés, Esteban ; Gámez, Matías ; García, Noelia |
Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 181.2022, p. 1-21
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Subject: | Boruta | Explainable Artificial Intelligence | Futures prices | Regularized Random forest | Spot prices | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model |
Saved in:
Online Resource