Forecasting energy commodity prices using neural networks
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Cited in
(12)- Daily and monthly sugar price forecasting using the mixture of local expert models
- Long-term projections for commodity prices -- the crude oil price using dynamic Bayesian networks
- Forecasting and trading high frequency volatility on large indices
- Electricity price forecasting with neural networks on EPEX order books
- Forecasting commodity prices: empirical evidence using deep learning tools
- Fuzzy clustering using the convex hull as geometrical model
- Empirical study on influencing factors and fluctuations law of energy prices based on factor and partial least-square regression analysis
- An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
- Prediction of CO₂ future prices for energy risk management via neural network adapted stochastic processes
- Modelling, forecasting and trading with a new sliding window approach: the crack spread example
- A machine learning-based price state prediction model for agricultural commodities using external factors
- Neural modeling of prices on the day-ahead market at the Polish Electricity Exchange supported by an evolutionary algorithm and inspired by quantum computing
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