Crude Oil Price Forecasting Based on Hybridizing Wavelet Multiple Linear Regression Model, Particle Swarm Optimization Techniques, and Principal Component Analysis

Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR) is proposed for crude oil price forecasting. In this m...

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Detalles Bibliográficos
Autores principales: Shabri, Ani, Samsudin, Ruhaidah
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4034714/
https://www.ncbi.nlm.nih.gov/pubmed/24895666
http://dx.doi.org/10.1155/2014/854520

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4034714/
https://www.ncbi.nlm.nih.gov/pubmed/24895666
http://dx.doi.org/10.1155/2014/854520

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