28 Oct 2019 PDF | In view of the importance and complexity of international crude oil price, this paper proposes a novel combination forecast approach that  In view of the importance and complexity of international crude oil price, this paper proposes a novel combination forecast approach that captures a variety of   Downloadable (with restrictions)! In view of the importance and complexity of international crude oil price, this paper proposes a novel combination forecast  A new method based on integrating discrete wavelet transform and artificial neural main crude oil price series, West Texas Intermediate (WTI) and Brent crude oil spot prices. Thus, accurate forecasting of the crude oil price time series is one of the developed a hybrid wavelet and ANN model in crude oil forecasting.

陕西省教育厅公示2019年度陕西高等学校人文社会科学研究优秀成 …

Forecasting the WTI crude oil price by a hybrid-refined method pp. 114-127 Jian Chai, Li-Min Xing, Xiao-Yang Zhou, Zhe George Zhang and Jie-Xun Li Asymmetric impact of oil price on Islamic sectoral stocks pp. 128-139 Ramez Badeeb and Hooi Hooi Lean The Rebound Effect in Swedish Heavy Industry pp. 140-148 Golnaz Amjadi, Tommy Lundgren and Lars AN INTEGRATED MODEL USING WAVELET DECOMPOSITION … In this paper, a hybrid model integrating wavelet decomposition and least squares support machines (LSSVM) is proposed for crude oil price forecasting. In this model, the Haar à trous wavelet transform is first selected to decompose an original time series into several sub-series with different scales.

通过混合精炼方法预测wti原油价格_金融工程外文翻译 译文（字数：14347）： 摘要 鉴于国际原油价格的重要性和复杂性，本文提出了一种新的组合预测方法，捕捉原油数据系列中的各种波动特征，包括变化点，制度转换，时变决定因素，高位趋势分解。频率序列，以及

Bayesian outlier detection in Capital Asset Pricing Model ... We propose a novel Bayesian optimization procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of Citation analysis for Energy Economics / Elsevier

Forecasting the WTI crude oil price by a hybrid-refined ...

Bayesian outlier detection in Capital Asset Pricing Model ... We propose a novel Bayesian optimization procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of Citation analysis for Energy Economics / Elsevier

In this paper, a hybrid model integrating wavelet decomposition and least squares support machines (LSSVM) is proposed for crude oil price forecasting. In this model, the Haar à trous wavelet transform is first selected to decompose an original time series into several sub-series with different scales.

A new hybrid approach for crude oil price forecasting: Evidence from multi-scale data Yifan Yang, Ju’e Guo, Shaolong Sun*, Yixin Li School of Management, Xi'an Jiaotong University, Xi'an, 710049, China An ICA-based support vector regression scheme for ...

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