2023
DOI: 10.3390/su15064951
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Research on a Prediction Model and Influencing Factors of Cross-Regional Price Differences of Rebar Spot Based on Long Short-Term Memory Network

Abstract: In this paper, taking rebar steel as an example, we study the causes and influencing factors of spot price differences in rebar steel in different regions, and put forward a prediction model of rebar steel regional price differences based on the spot price of rebar from 2013 to 2022, supply and demand, cost, macroeconomics, industrial economic indicators, and policy data. Through correlation analysis, we consider all influencing factors step by step, select indicators with high correlation to add to the model,… Show more

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Cited by 3 publications
(1 citation statement)
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“…At present, the existing domestic research is mainly based on the mean reversion principle of spreads. There are fewer studies on using neural network for arbitrage, and most of them have the disadvantages of single model and low prediction accuracy [ 21 , 22 ]. Therefore, to develop scientific and efficient arbitrage strategies, it is extremely important to accurately predict the arbitrage spreads between futures.…”
Section: Introductionmentioning
confidence: 99%
“…At present, the existing domestic research is mainly based on the mean reversion principle of spreads. There are fewer studies on using neural network for arbitrage, and most of them have the disadvantages of single model and low prediction accuracy [ 21 , 22 ]. Therefore, to develop scientific and efficient arbitrage strategies, it is extremely important to accurately predict the arbitrage spreads between futures.…”
Section: Introductionmentioning
confidence: 99%