Understanding the nature of oil fluctuations using 1 neutral network moving average: A study on the returns of crude oil futures
This paper describes the profitability of technical trading rules which are enhanced by the use of neural networks on crude oil futures contracts traded on Chicago Merchantile Exchange and on Bursa Derivative Malaysia. The profitable returns on the futures contract on crude light oil futures traded...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/13632/1/ATINER-PAPER-ANN-MA20_Crude_Light_Oil.pdf |
