A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL
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Publication:5756945
DOI10.1016/S0731-9053(04)19008-7zbMATH Open1118.91350OpenAlexW126112123MaRDI QIDQ5756945FDOQ5756945
Authors: Sam Mirmirani, H. C. Li 
Publication date: 5 September 2007
Published in: Applications of Artificial Intelligence in Finance and Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0731-9053(04)19008-7
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- Forecasting volatility returns of oil price using gene expression programming approach.
- Daily and monthly sugar price forecasting using the mixture of local expert models
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