Machine learning predictions of China commodity price indices
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Cites work
- A comparison of artificial neural network and time series models for forecasting commodity prices
- A linear non-Gaussian acyclic model for causal discovery
- A test for independence based on the correlation dimension
- A Test for Normality of Observations and Regression Residuals
- A Test of Goodness of Fit
- Causal structure among US corn futures and regional cash prices in the time and frequency domain
- Convergence rates of efficient global optimization algorithms
- Daily and monthly sugar price forecasting using the mixture of local expert models
- Estimation of a structural vector autoregression model using non-Gaussianity
- Forecast combinations in a DSGE-VAR lab
- Forecasting gold price with the XGBoost algorithm and SHAP interaction values
- Forecasting government bond yields with neural networks considering cointegration
- Gaussian process for nonstationary time series prediction
- Linear Multiple Low-Rank Kernel Based Stationary Gaussian Processes Regression for Time Series
- Nonlinearity, data-snooping, and stock index ETF return predictability
- Platinum and palladium price forecasting through neural networks
- Short-run price forecast performance of individual and composite models for 496 corn cash markets
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