A hybrid model of dynamic time wrapping and hidden Markov model for forecasting and trading in crude oil market

Author:

Deng Shangkun,Xiang Youtao,Nan Boyang,Tian Hongyu,Sun Zhe

Funder

Hubei Ministry of Education

China Three Gorges University

Publisher

Springer Science and Business Media LLC

Subject

Geometry and Topology,Theoretical Computer Science,Software

Reference54 articles.

1. Ahmed RA, Shabri AB (2014) Daily crude oil price forecasting model using arima, generalized autoregressive conditional heteroscedastic and support vector machines. Am J Appl Sci 11:425–432

2. Alvarez RJ, Cisneros M, Ibarra VC (2012) Multifractal Hurst analysis of crude oil prices. Phys A 313(3):651–670

3. Ao SI (2011) A hybrid neural network cybernetic system for quantifying cross-market dynamics and business forecasting. Soft Comput 15:1041–1053

4. Bao Y, Zhang X, Yu L, Lai KK, Wang S (2007) Hybridizing wavelet and least squares support vector machines for crude oil price forecasting. In: Proceedings of the 2nd international workshop on intelligent finance, pp 1–15

5. Baum LE, Petrie T (1966) Statistical inference for probabilistic functions of finite state Markov Chains. Ann Math Stat 37:1554–1563

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