A hybrid Bayesian-network proposition for forecasting the crude oil price

A hybrid Bayesian-network proposition for forecasting the crude oil price

Abstract This paper proposes a hybrid Bayesian Network (BN) method for short-term forecasting of crude oil prices. The method performed is a hybrid, based on both the aspects of classification of influencing factors as well as the regression of the out-of-sample values. For the sake of performance c...

Full description

Bibliographic Details
Main Author: Babak Fazelabdolabadi
Format: Article
Language:English
Published: SpringerOpen 2019-07-01
Series:Financial Innovation
Subjects:
Bayesian networks
Random Forest
Markov chain Monte Carlo
Support vector machine
Online Access:http://link.springer.com/article/10.1186/s40854-019-0144-2

Internet

http://link.springer.com/article/10.1186/s40854-019-0144-2

Similar Items