A novel decomposition ensemble model with extended extreme learning machine for crude oil price forecasting

Author:

Yu Lean,Dai Wei,Tang Ling

Funder

National Science Fund for Distinguished Young Scholars

National Natural Science Foundation of China

National Program for Support of Top-Notch Young Professionals and the Fundamental Research Funds for the Central Universities in BUCT

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Artificial Intelligence,Control and Systems Engineering

Reference59 articles.

1. Abdullah, S.N., Zeng, X., 2010. Machine learning approach for crude oil price prediction with Artificial Neural Networks-Quantitative (ANN-Q) model. In: Proceedings of IEEE the 2010 International Joint Conference on Neural Networks, pp. 1–8.

2. Bao, Y., Zhang, X., Yu, L., Lai, K.K., 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.

3. Time Series Analysis: Forecasting and Control;Box,1970

4. Revisiting the inflationary effects of oil prices;Chen;Energy J.,2009

5. Reverse globalization: does high oil price volatility discourage international trade?;Chen;Energy Econ.,2012

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