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Operations Research, Systems Engineering and Industrial Engineering Commons™
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Articles 1 - 2 of 2
Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
Crude Oil Prices Forecasting: Time Series Vs. Svr Models, Xin James He
Crude Oil Prices Forecasting: Time Series Vs. Svr Models, Xin James He
Journal of International Technology and Information Management
This research explores the weekly crude oil price data from U.S. Energy Information Administration over the time period 2009 - 2017 to test the forecasting accuracy by comparing time series models such as simple exponential smoothing (SES), moving average (MA), and autoregressive integrated moving average (ARIMA) against machine learning support vector regression (SVR) models. The main purpose of this research is to determine which model provides the best forecasting results for crude oil prices in light of the importance of crude oil price forecasting and its implications to the economy. While SVR is often considered the best forecasting model in …
Combination Forecasting Of Stock Index Time Series Based On Cooperative Game Theory, Luo Wei
Combination Forecasting Of Stock Index Time Series Based On Cooperative Game Theory, Luo Wei
Journal of System Simulation
Abstract: In view of the characteristics of nonlinear, large amplitude, frequent fluctuations in China's stock market, a prediction method of intelligent composite stock index time series based on the cooperative game is presented. The prediction model of stock index time series is established by using neural network method based on the correlations among the various economic indicators, and the development trend and laws of stock index time series are established by using the improved ARIMA method. The two methods are combined by importing cooperative game method. Simulation results show that the prediction accuracy of the presented method is controlled …