Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes
This study proposes a multiple kernel learning (MKL)-based regression model for crude oil spot price forecasting and trading. We used a well-known trend-following technical analysis indicator, the moving average convergence and divergence (MACD) indicator, for extracting features from original spot...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2014-04-01
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Series: | Energies |
Subjects: | |
Online Access: | http://www.mdpi.com/1996-1073/7/5/2761 |