Forecasting Crude Oil Risk Using a Multivariate Multiscale Convolutional Neural Network Model
In light of the increasing level of correlation and dependence between the crude oil markets and the external influencing factors in the related financial markets, we propose a new multivariate empirical decomposition convolutional neural network model to incorporate the external influence of financ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-07-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/14/2413 |