Oil Price Forecasting; A Comparison between ARIMA and ANN Models

Ability of Artificial Neural Networks (ANNs) as a powerful tool in simulation and prediction in science and engineering has made it attractive to economists. In this article, after a brief review of literature, a comparison of forecasting performance of ANN versus ARIMA is made. The data used are da...

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Bibliographic Details
Main Authors: Iman Farjamnia, Mohsen Naseri, Sayed Mohamad Mehdi Ahmadi
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2007-09-01
Series:فصلنامه پژوهش‌های اقتصادی ایران
Subjects:
Online Access:https://ijer.atu.ac.ir/article_3629_6cf7eff8e3594f4691cce8fe30c95636.pdf