Cargando…

A novel hybrid approach to forecast crude oil futures using intraday data

Prediction of oil prices is an implausible task due to the multifaceted nature of oil markets. This study presents two novel hybrid models to forecast WTI and Brent crude oil prices using combinations of machine learning and nature inspired algorithms. The first approach, MARSplines-IPSO-BPNN, Multi...

Descripción completa

Detalles Bibliográficos
Autores principales: Manickavasagam, Jeevananthan, Visalakshmi, S., Apergis, Nicholas
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7269956/
https://www.ncbi.nlm.nih.gov/pubmed/32518424
http://dx.doi.org/10.1016/j.techfore.2020.120126