Forecasting the crude oil prices based on econophysics and Bayesian approach
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Publication:2139336
Cites work
- scientific article; zbMATH DE number 1869203 (Why is no real title available?)
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Cited in
(7)- Forecasting Crude Oil Price with an Autoregressive Integrated Moving Average (ARIMA) Model
- Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods
- Forecasting price of financial market crash via a new nonlinear potential GARCH model
- Advanced strategies of portfolio management in the Heston market model
- Forecast the role of GCC financial stress on oil market and GCC financial markets using convolutional neural networks
- Applying spline-based phase analysis to macroeconomic dynamics
- Safe marginal time of crude oil price via escape problem of econophysics
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