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Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?
16 references·0 citing·51 second hop
Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices? (2022)Do EEMD based decomposition-ensemble mode…A hybrid approach of adaptive wavelet transform, long short-term memory and ARIMA-GARCH family models for the stock index prediction (2021)A hybrid approach of adaptive…A new crude oil price forecasting model based on variational mode decomposition (2020)A new crude oil price forecas…A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network (2020)A hybrid stock price index fo…Improved EEMD-based crude oil price forecasting using LSTM networks (2018)Improved EEMD-based crude oil…A non-iterative decomposition-ensemble learning paradigm using RVFL network for crude oil price forecasting (2017)A non-iterative decomposition…Forecasting volatility of oil price using an artificial neural network-GARCH model (2016)Forecasting volatility of oil…Comparing Variational and Empirical Mode Decomposition in Forecasting Day-Ahead Energy Prices (2015)Comparing Variational and Emp…A novel hybrid method for crude oil price forecasting (2015)A novel hybrid method for cru…Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling (2011)Crude oil price forecasting: …Forecasting crude oil market volatility: Further evidence using GARCH-class models (2010)Forecasting crude oil market …Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…Another look at measures of forecast accuracy (2006)Another look at measures of f…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyChapter 13 Financial decision-making in markets and firms: A behavioral perspective (1995)Chapter 13 Financial decision…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Random Walks in Stock Market Prices (1965)Random Walks in Stock Market …The Nature of the Firm (1937)Judgment under Uncertainty: Heuristics and Biases (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Capital markets research in accounting (2001)Online Investors: Do the Slow Die First? (2002)Generalized autoregressive conditional heteroskedasticity (1986)Modeling and forecasting petroleum futures volatility (2006)A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting (2018)Crude oil time series prediction model based on LSTM network with chaotic Henry gas solubility optimization (2021)Price forecasting through neural networks for crude oil, heating oil, and natural gas (2024)Time Series Analysis Forecasting and Control. 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References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 2006Another look at measures of forecast accuracy5,980 cited
  • 1995Comparing Predictive Accuracy5,370 cited
  • 1965Random Walks in Stock Market Prices893 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 1995Chapter 13 Financial decision-making in markets and firms: A behavioral perspective383 cited
  • 2010Forecasting crude oil market volatility: Further evidence using GARCH-class models374 cited
  • 2011Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling282 cited
  • 2015A novel hybrid method for crude oil price forecasting272 cited
  • 2018Improved EEMD-based crude oil price forecasting using LSTM networks220 cited
  • 2016Forecasting volatility of oil price using an artificial neural network-GARCH model206 cited
  • 2020A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network191 cited
  • 2020A new crude oil price forecasting model based on variational mode decomposition172 cited
  • 2015Comparing Variational and Empirical Mode Decomposition in Forecasting Day-Ahead Energy Prices160 cited
  • 2017

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A non-iterative decomposition-ensemble learning paradigm using RVFL network for crude oil price forecasting
153 cited
  • 2021A hybrid approach of adaptive wavelet transform, long short-term memory and ARIMA-GARCH family models for the stock index prediction149 cited
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