A combination method for interval forecasting of agricultural commodity futures prices

Knowledge-Based Systems

Volumn 77, Issue , 2015, Pages 92-102

  Xiong, Tao ^a   Li, Chongguang ^a   Bao, Yukun ^b   Hu, Zhongyi ^b   Zhang, Lu ^a  

^a HUAZHONG AGRICULTURAL UNIVERSITY   (China)

^b HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Agricultural commodity futures price forecasting; Econometric modeling; Interval valued data; Multi output support vector regression (MSVR); Vector error correction model (VECM)

Indexed keywords

AGRICULTURAL ROBOTS; AGRICULTURE; COSTS; ERROR CORRECTION; FORECASTING; SUPPORT VECTOR REGRESSION; VECTORS;

ECONOMETRIC MODEL; INTERVAL-VALUED DATA; MULTI-OUTPUT SUPPORT VECTOR REGRESSIONS; PRICE FORECASTING; VECTOR ERROR CORRECTION MODEL;

FINANCIAL MARKETS;

EID: 84922646481     PISSN: 09507051     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.knosys.2015.01.002     Document Type: Article

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