A study of crude oil futures price volatility based on multi-dimensional data from event-driven and deep learning perspectives

Wang, Jun; Zhao, Wenjin; Tsai, Fu-Sheng; Jin, Hanlei; Tan, Jinghua; Su, Chao

doi:10.1016/j.asoc.2023.110548

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A study of crude oil futures price volatility based on multi-dimensional data from event-driven and deep learning perspectives

Cited by 6 publications

References 40 publications

Advanced Machine Learning for Financial Markets: A PCA-GRU-LSTM Approach

Advanced Machine Learning for Financial Markets: A PCA-GRU-LSTM Approach

A hybrid model based on iTransformer for risk warning of crude oil price fluctuations

Interval prediction of crude oil spot price volatility: An improved hybrid model integrating decomposition strategy, IESN and ARIMA

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