Predictive analytics of crude oil prices by utilizing the intelligent model search engine

Predictive analytics of crude oil prices by utilizing the intelligent model search engine

This paper proposes an intelligent model search engine (IMSE), an integrated model selection algorithm, subject to the out of sample predictive performance and given set of explanatory variables for forecasting crude oil prices. In the conventional applications of energy price forecasting, models ar...

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Bibliographic Details
Main Authors: Bekiroglu, Korkut, Duru, Okan, Gulay, Emrah, Su, Rong, Lagoa, Constantino
Other Authors: School of Civil and Environmental Engineering
Format: Journal Article
Language:English
Published: 2020
Subjects:
Engineering::Electrical and electronic engineering
Predictive Analytics
Oil Prices
Online Access:https://hdl.handle.net/10356/140852

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