Brent Crude Oil Daily Price Forecast by Combining Principal Components Analysis and Support Vector Regression methods
Anticipating process of crude oil prices and its fluctuations volatility has always been one of the challenges the traders face in the exchange oil markets. This study estimates the Brent crude oil daily price forecast with a proposed hybrid model. The sample is Brent North Sea crude oil daily price...
Main Authors: | , |
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Format: | Article |
Language: | fas |
Published: |
Allameh Tabataba'i University Press
2017-12-01
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Series: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
Subjects: | |
Online Access: | https://jiee.atu.ac.ir/article_9047_f6f2b509ef7db1c0fffccb5714d01c48.pdf |