Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine

DOI10.1007/S10479-021-04406-4zbMath1494.91154OpenAlexW4200090319MaRDI QIDQ2150887

Andrew Vivian, Cheng Ye, Peng Chen

Publication date: 30 June 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04406-4

zbMATH Keywords

ARMAextreme learning machinefuzzy entropyEEMDcarbon futures priceK-means clustering method

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Artificial neural networks and deep learning (68T07) Derivative securities (option pricing, hedging, etc.) (91G20) Fuzzy analysis in statistics (62A86)

Related Items (1)

Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future

Cites Work

• Unnamed Item
• The Model Confidence Set
• The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm
• Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

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