Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression

This study firstly applied a Bayesian symbolic regression (BSR) to the forecasting of numerous commodities’ prices (spot-based ones). Moreover, some features and an initial specification of the parameters of the BSR were analysed. The conventional approach to symbolic regression, based on genetic pr...

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Bibliographic Details

Published in:	International Journal of Financial Studies
Main Authors:	Krzysztof Drachal, Michał Pawłowski
Format:	Article
Language:	English
Published:	MDPI AG 2024-03-01
Subjects:	Bayesian econometrics commodities markets financial time-series forecasting price forecasting spot prices symbolic regression
Online Access:	https://www.mdpi.com/2227-7072/12/2/34