Oil Price Prediction Using Ensemble Machine Learning
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27740%2F13%3A86089360" target="_blank" >RIV/61989100:27740/13:86089360 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1109/ICCEEE.2013.6634021" target="_blank" >http://dx.doi.org/10.1109/ICCEEE.2013.6634021</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/ICCEEE.2013.6634021" target="_blank" >10.1109/ICCEEE.2013.6634021</a>
Alternative languages
Result language
angličtina
Original language name
Oil Price Prediction Using Ensemble Machine Learning
Original language description
Crude oil price forecasting is a challenging task due to its complex nonlinear and chaotic behavior. During the last couple of decades, both academicians and practitioners devoted proactive knowledge to address this issue. A strand of them has focused onsome key factors that may influence the crude oil price prediction accuracy. This paper extends this particular branch of recent works by considering a number of influential features as inputs to test the forecasting performance of daily WTI crude oil price covering the period 4th January 1999 through 10th October 2012. Empirical results indicate that the proposed methods are efficient and warrant further research in this field.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: IT4Innovations Centre of Excellence</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings - 2013 International Conference on Computer, Electrical and Electronics Engineering: 'Research Makes a Difference', ICCEEE 2013
ISBN
978-1-4673-6231-3
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
674-679
Publisher name
IEEE
Place of publication
New York
Event location
Khartoum
Event date
Aug 26, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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