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Machine learning approach for crude oil price prediction with Artificial Neural Networks-Quantitative (ANN-Q) model
9 references·5 citing·45 second hop
Machine learning approach for crude oil price prediction with Artificial Neural Networks-Quantitative (ANN-Q) model (2010)Machine learning approach for crude oil p…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…A New Method for Crude Oil Price Forecasting Based on Support Vector Machines (2006)A New Method for Crude Oil Pr…A monthly crude oil spot price forecasting model using relative inventories (2005)A monthly crude oil spot pric…A semiparametric approach to short-term oil price forecasting (2001)A semiparametric approach to …Are oil markets chaotic? A non-linear dynamic analysis (2000)Are oil markets chaotic? A no…Neural network time series forecasting of financial markets (1995)Neural network time series fo…Neural Network Time Series: Forecasting of Financial Markets (1994)Neural Network Time Series: F…Feedforward Neural Nets as Models for Time Series Forecasting (1993)Feedforward Neural Nets as Mo…Using belief networks to forecast oil prices (1991)Using belief networks to fore…Petroleum Price Prediction with CNN-LSTM and CNN-GRU Using Skip-Connection (2023)Petroleum Price Prediction wi…Forecasting Day-Ahead Brent Crude Oil Prices Using Hybrid Combinations of Time Series Models (2023)Forecasting Day-Ahead Brent C…DAliM: Machine Learning Based Intelligent Lucky Money Determination for Large-Scale E-Commerce Businesses (2018)DAliM: Machine Learning Based…Multivariate Time Series Forecasting of Crude Palm Oil Price Using Machine Learning Techniques (2017)Multivariate Time Series Fore…Artificial intelligence methods for oil price forecasting: a review and evaluation (2015)Artificial intelligence metho…Forecasting stock market movement direction with support vector machine (2004)Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method (2009)A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting (2015)Online big data-driven oil consumption forecasting with Google trends (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL (2004)Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities (2012)Modelling oil price volatility with structural breaks (2012)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Time series prediction: Forecasting the future and understanding the past (1994)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Machine learning in energy economics and finance: A review (2019)A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020)Nonlinear Dynamics and Stock Returns (1989)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis (2010)Predicting oil price movements: A dynamic Artificial Neural Network approach (2014)From time series to complex networks: The phase space coarse graining (2016)The Theory of Games and Economic Behavior (1945)Decision analysis and behavioral research (1986)Consensus diagnosis: a simulation study (1992)A novel algorithm for prediction of crude oil price variation based on soft computing (2009)Forecasting the differences between various commercial oil prices in the Persian Gulf region by neural network (2011)Theory of games and economic behavior (2019)Expectations and the neutrality of money (1972)Econometric Models and Economic Forecasts (1990)The Role of Monetary Policy (1995)Global economic activity and crude oil prices: A cointegration analysis (2009)Oil financialization and volatility forecast: Evidence from multidimensional predictors (2019)Comparing Predictive Accuracy (2002)Introduction to Time Series and Forecasting (2016)Enhancing Forecasting Accuracy in Commodity and Financial Markets: Insights from GARCH and SVR Models (2024)A quantile regression neural network approach to estimating the conditional density of multiperiod returns (2000)A simulation study of artificial neural networks for nonlinear time-series forecasting (2001)Designing an artificial neural network for forecasting tourism time series (2005)Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data (1998)Combining neural network model with seasonal time series ARIMA model (2002)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting (2010)Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis (2018)Climate sentiments, transition risk, and financial stability in a stock-flow consistent model (2021)
this work references cited by second hop

References

  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 1994Neural Network Time Series: Forecasting of Financial Markets441 cited
  • 1993Feedforward Neural Nets as Models for Time Series Forecasting378 cited
  • 1995Neural network time series forecasting of financial markets278 cited
  • 2006A New Method for Crude Oil Price Forecasting Based on Support Vector Machines258 cited
  • 2001A semiparametric approach to short-term oil price forecasting253 cited
  • 2005A monthly crude oil spot price forecasting model using relative inventories150 cited
  • 2000Are oil markets chaotic? A non-linear dynamic analysis119 cited
  • 1991Using belief networks to forecast oil prices84 cited

Cited by

  • 2023Forecasting Day-Ahead Brent Crude Oil Prices Using Hybrid Combinations of Time Series Models62 cited
  • 2023Petroleum Price Prediction with CNN-LSTM and CNN-GRU Using Skip-Connection52 cited
  • 2017Multivariate Time Series Forecasting of Crude Palm Oil Price Using Machine Learning Techniques51 cited
  • 2015Artificial intelligence methods for oil price forecasting: a review and evaluation45 cited
  • 2018DAliM: Machine Learning Based Intelligent Lucky Money Determination for Large-Scale E-Commerce Businesses13 cited

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