Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Year of publication: |
2023
|
---|---|
Authors: | Huang, Wenyang ; Gao, Tianxiao ; Hao, Yun ; Wang, Xiuqing |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 127.2023, 1, p. 1-18
|
Subject: | OHLC data | Shang crude oil futures | Structural forecasting | Trading strategies | Transformer | Ölpreis | Oil price | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Prognose | Forecast | Erdöl | Petroleum | Prognoseverfahren | Forecasting model | Welt | World | Shanghai | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Trading volume |
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