Applying Neural Networks to Prices Prediction of Crude Oil Futures
المؤلفون المشاركون
Hu, Yi-Chung
Hu, John Wei-Shan
Lin, Ricky Ray-Wen
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2012، العدد 2012 (31 ديسمبر/كانون الأول 2012)، ص ص. 1-12، 12ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2012-08-06
دولة النشر
مصر
عدد الصفحات
12
التخصصات الرئيسية
الملخص EN
The global economy experienced turbulent uneasiness for the past five years owing to large increases in oil prices and terrorist’s attacks.
While accurate prediction of oil price is important but extremely difficult, this study attempts to accurately forecast prices of crude oil futures by adopting three popular neural networks methods including the multilayer perceptron, the Elman recurrent neural network (ERNN), and recurrent fuzzy neural network (RFNN).
Experimental results indicate that the use of neural networks to forecast the crude oil futures prices is appropriate and consistent learning is achieved by employing different training times.
Our results further demonstrate that, in most situations, learning performance can be improved by increasing the training time.
Moreover, the RFNN has the best predictive power and the MLP has the worst one among the three underlying neural networks.
This finding shows that, under ERNNs and RFNNs, the predictive power improves when increasing the training time.
The exceptional case involved BPNs, suggesting that the predictive power improves when reducing the training time.
To sum up, we conclude that the RFNN outperformed the other two neural networks in forecasting crude oil futures prices.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Hu, John Wei-Shan& Hu, Yi-Chung& Lin, Ricky Ray-Wen. 2012. Applying Neural Networks to Prices Prediction of Crude Oil Futures. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-1029871
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Hu, John Wei-Shan…[et al.]. Applying Neural Networks to Prices Prediction of Crude Oil Futures. Mathematical Problems in Engineering No. 2012 (2012), pp.1-12.
https://search.emarefa.net/detail/BIM-1029871
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Hu, John Wei-Shan& Hu, Yi-Chung& Lin, Ricky Ray-Wen. Applying Neural Networks to Prices Prediction of Crude Oil Futures. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-1029871
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1029871
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر