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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Hindawi Publishing Corporation
2014
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| 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 |