Forecasting Crude Oil Market Crashes Using Machine Learning Technologies

To the best of our knowledge, this study provides new insight into the forecasting of crude oil futures price crashes in America, employing a moving window. One is the fixed-length window and the other is the expanding-length window, which has never been reported in the past. We aimed to investigate...

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Bibliographic Details
Main Authors: Yulian Zhang, Shigeyuki Hamori
Format: Article
Language:English
Published: MDPI AG 2020-05-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/13/10/2440