China futures price forecasting based on online search and information transfer
The synchronicity effect between the financial market and online response for time-series forecasting is an important task with wide applications. This study combines data from the Baidu index (BDI), Google trends (GT), and transfer entropy (TE) to forecast a wide range of futures prices with a focu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co. Ltd.
2022-12-01
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| Series: | Data Science and Management |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666764922000376 |