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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...
Autores principales: | Manickavasagam, Jeevananthan, Visalakshmi, S., Apergis, Nicholas |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Inc.
2020
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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 |
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