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...

Full description

Bibliographic Details
Main Authors: Sudhi SHARMA, Miklesh YADAV
Format: Article
Language:English
Published: General Association of Economists from Romania 2020-06-01
Series:Theoretical and Applied Economics
Subjects:
Online Access: http://store.ectap.ro/articole/1468.pdf