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Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities
Over the past few years, the application of deep learning models to finance has received much attention from investors and researchers. Our work continues this trend, presenting an application of a Deep learning model, long-term short-term memory (LSTM), for the forecasting of commodity prices. The...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7437517/ https://www.ncbi.nlm.nih.gov/pubmed/32839644 http://dx.doi.org/10.1016/j.chaos.2020.110215 |