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Predictive analytics of crude oil prices by utilizing the intelligent model search engine
16 references·1 citing·38 second hop
Predictive analytics of crude oil prices by utilizing the intelligent model search engine (2018)Predictive analytics of crude oil prices …Chapter 24 Agent-based Computational Finance (2006)Chapter 24 Agent-based Comput…Another look at measures of forecast accuracy (2006)Another look at measures of f…A state space framework for automatic forecasting using exponential smoothing methods (2002)A state space framework for a…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyAgent-based Computational Finance (1989)Agent-based Computational Fin…Factor Analysis and AIC (1987)Factor Analysis and AICLinear system theory and design (1986)Linear system theory and desi…Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note (1986)Crude Oil and the Macroeconom…Testing for the Effects of Oil-Price Rises using Vector Autoregressions (1984)Testing for the Effects of Oi…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Accuracy of Forecasting: An Empirical Investigation (1979)Accuracy of Forecasting: An E…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach (2024)Forecasting interval carbon p…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)What is an Oil Shock? (2000)Combining forecasts: A review and annotated bibliography (1989)25 years of time series forecasting (2006)The Combination of Forecasts (1969)Time Series Analysis: Forecasting and Control (1977)Exponential smoothing: The state of the art (1985)Combining forecasts: A review and annotated bibliography (1990)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Forecasting methods and applications (1993)Automatic Time Series Forecasting: The forecast Package for R (2008)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011)A new metric of absolute percentage error for intermittent demand forecasts (2016)The M4 Competition: 100,000 time series and 61 forecasting methods (2019)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Scale Development Research (2006)Statistical Power to Detect the Correct Number of Classes in Latent Profile Analysis (2013)Latent profile analysis: A review and “how to” guide of its application within vocational behavior research (2020)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)Error correction models, cointegration and the internal model principle (1988)Matrix-geometric solutions of M/G/1-type Markov chains: a unifying generalized state-space approach (1998)Augmenting defense-in-depth with the concepts of observability and diagnosability from Control Theory and Discrete Event Systems (2010)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2006Another look at measures of forecast accuracy5,736 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1987Factor Analysis and AIC5,261 cited
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  • 1983Oil and the Macroeconomy since World War II3,823 cited
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  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 2002A state space framework for automatic forecasting using exponential smoothing methods1,074 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
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  • 1979Accuracy of Forecasting: An Empirical Investigation514 cited
  • 2006Chapter 24 Agent-based Computational Finance

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463 cited

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  • 2024Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach29 cited