Forecasting crude oil futures prices using BiLSTM-Attention-CNN model with Wavelet transform-Reference-Cited by-同舟云学术

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Forecasting crude oil futures prices using BiLSTM-Attention-CNN model with Wavelet transform

Published:2022-11 Issue: Volume:130 Page:109723
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

Lin Yu,Chen Kechi^ORCID,Zhang Xi,Tan Bin,Lu Qin

Publisher

Elsevier BV

Subject

Software

Reference49 articles.

1. Forecasting volatility in financial markets: A review;Poon;J. Econ. Lit.,2003

2. Fractional dynamic behavior in Forcados Oil Price Series: an application of detrended fluctuation analysis;Ayadi;Energy Sustain. Dev.,2009

3. Multifractal detrended cross-correlations between crude oil market and chinese ten sector stock markets;Yang;Physica A,2016

4. Dynamic linkages among the gold market, us dollar and crude oil market;Mo;Physica A,2018

5. Application of ARIMA model in short-term prediction of international crude oil price;Xiang;Adv. Mater. Res.,2013

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