Forecasting the crude oil prices based on Econophysics and Bayesian approach-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Forecasting the crude oil prices based on Econophysics and Bayesian approach

Published:2020-09 Issue: Volume:554 Page:124663
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Leng Na,Li Jiang-Cheng

Funder

Humanities and Social Science Fund of Ministry of Education of China

Applied Basic Research Foundation and Ten thousand plan youth talent support program of Yunnan Province

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference43 articles.

1. Book Review: An Introduction to Econophysics, Correlations, and Complexity in Finance;Masoliver,2000

2. Theory of Financial Risk;Bouchaud,2000

3. The statistical mechanics of financial markets;Voit;Phys. Today,2002

4. Scaling of the distribution of fluctuations of financial market indices;Gopikrishnan;Phys. Rev. E,1999

5. An Introduction to High-Frequency Finance;Gençay,2001

Cited by 17 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Income inequality analysis through complex network and nonlinear time series approaches: an Econophysics perspective;The European Physical Journal Plus;2024-05-18

2. Crude Oil Prices Forecast Based on Mixed-Frequency Deep Learning Approach and Intelligent Optimization Algorithm;Entropy;2024-04-24

3. Can Clean Energy Stocks Predict Crude Oil Markets Using Hybrid and Advanced Machine Learning Models?;Asia-Pacific Financial Markets;2023-10-11

4. The roles of liquidity and delay in financial markets based on an optimal forecasting model;PLOS ONE;2023-09-01

5. Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives;Physica A: Statistical Mechanics and its Applications;2023-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3