On the enrichment of time series with textual data for forecasting agricultural commodity prices

Forecasting models in the financial market generally use quantitative time-series data. However, external factors can influence data in time-series, such as weather events, economic crises, and the foreign exchange market. This information is not explicit in the time-series and can influence the pre...

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Bibliographic Details
Main Authors: Ivan José Reis Filho, Ricardo Marcondes Marcacini, Solange Oliveira Rezende
Format: Article
Language:English
Published: Elsevier 2022-01-01
Series:MethodsX
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2215016122001388