Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices

The paper is focusing in analyzing the robustness of the Auto Regressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANNs) as a predictive model in forecasting the crude oil price. The paper has identified stochastic trend in the daily time series data starting from (03.01.2011...

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Bibliographic Details
Main Authors: Sudhi SHARMA, Miklesh YADAV
Format: Article
Published: General Association of Economists from Romania 2020-06-01
Series:Theoretical and Applied Economics
Online Access: