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Volumn 6677 LNCS, Issue PART 3, 2011, Pages 530-538

Support vector machines versus back propagation algorithm for oil price prediction

Author keywords

Back Propagation Algorithm; Crude Oil; Neural Networks; Price Prediction; Radial Basis Function; Support Vector Machines

Indexed keywords

BACK PROPAGATION NEURAL NETWORKS; COMPUTATIONAL EXPENSE; CRUDE OIL PRICES; DATA SETS; INPUT DATAS; NOVEL METHODS; OIL PRICES; PREDICTION MODEL; PRICE PREDICTION; RADIAL BASIS FUNCTION; WEST TEXAS INTERMEDIATES; WORLD ECONOMY;

EID: 79957818214     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-21111-9_60     Document Type: Conference Paper
Times cited : (28)

References (11)
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  • 2
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    • International Evidence on Crude Oil Price Dynamics: Applications of ARIMA-GARCH Models
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  • 4
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    • A new method for crude oil price forecasting based on support vector machines
    • Alexandrov, V.N., van Albada, G.D., Sloot, P.M.A., Dongarra, J. (eds.) ICCS 2006. Springer, Heidelberg
    • Xie, W., Yu, L., Xu, S., Wang, S.: A new method for crude oil price forecasting based on support vector machines. In: Alexandrov, V.N., van Albada, G.D., Sloot, P.M.A., Dongarra, J. (eds.) ICCS 2006. LNCS, vol. 3994, pp. 444-451. Springer, Heidelberg (2006)
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    • Xie, W.1    Yu, L.2    Xu, S.3    Wang, S.4
  • 5
    • 48049095703 scopus 로고    scopus 로고
    • Forecasting Crude Oil Price with an EMD-Based Neural Network Ensemble Learning Paradigm
    • Yu, L., Wang, S., Lai, K.K.: Forecasting Crude Oil Price with an EMD-Based Neural Network Ensemble Learning Paradigm. Energ. Econ. 30, 2623-2635 (2008)
    • (2008) Energ. Econ. , vol.30 , pp. 2623-2635
    • Yu, L.1    Wang, S.2    Lai, K.K.3
  • 6
    • 67349124122 scopus 로고    scopus 로고
    • A Novel Algorithm for Prediction of Crude Oil Price Variation Based on Soft Computing
    • Ghaffari, A., Zare, S.: A Novel Algorithm for Prediction of Crude Oil Price Variation Based on Soft Computing. Energ. Econ. 31, 531-536 (2009)
    • (2009) Energ. Econ. , vol.31 , pp. 531-536
    • Ghaffari, A.1    Zare, S.2
  • 10
    • 48049087426 scopus 로고    scopus 로고
    • The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality
    • Bekiros, S.D., Diks, C.G.H.: The Relationship Between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality. Energ. Econ. 30, 2673-2685 (2008)
    • (2008) Energ. Econ. , vol.30 , pp. 2673-2685
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  • 11
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    • The Dynamics of a Nonlinear Relationship between Crude Oil Spot and Futures Prices: A Multivariate Threshold Regression Approach
    • Huang, B.N., Yang, C.W., Hwang, M.J.: The Dynamics of a Nonlinear Relationship Between Crude Oil Spot and Futures Prices: A Multivariate Threshold Regression Approach. Energ. Econ. 31, 91-98 (2009)
    • (2009) Energ. Econ. , vol.31 , pp. 91-98
    • Huang, B.N.1    Yang, C.W.2    Hwang, M.J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.