Predictability of commodity futures returns with machine learning models
Shirui Wang, Tianyang Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Shirui ; Zhang, Tianyang |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 2, p. 302-322
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| Subject: | commodity futures | machine learning | return predictability | Künstliche Intelligenz | Artificial intelligence | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22471 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475477