Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression

Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression

In this study, the crude oil spot price is forecast using Bayesian symbolic regression (BSR). In particular, the initial parameters specification of BSR is analysed. Contrary to the conventional approach to symbolic regression, which is based on genetic programming methods, BSR applies Bayesian algo...

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Bibliographic Details
Main Author: Krzysztof Drachal
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Energies
Subjects:
Bayesian symbolic regression
crude oil
model uncertainty
oil price
symbolic regression
time series forecasting
Online Access:https://www.mdpi.com/1996-1073/16/1/4

Internet

https://www.mdpi.com/1996-1073/16/1/4

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