Deep learning for time series forecasting: Tutorial and literature survey

K Benidis, SS Rangapuram, V Flunkert, Y Wang… - ACM Computing …, 2022 - dl.acm.org
Deep learning based forecasting methods have become the methods of choice in many
applications of time series prediction or forecasting often outperforming other approaches …

A novel text-based framework for forecasting agricultural futures using massive online news headlines

J Li, G Li, M Liu, X Zhu, L Wei - International Journal of Forecasting, 2022 - Elsevier
The agricultural futures prices are generally considered difficult to forecast because the
causes of fluctuations are incredibly complicated. We propose a text-based forecasting …

Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices

W Huang, T Gao, Y Hao, X Wang - Energy Economics, 2023 - Elsevier
The Shanghai crude oil futures market exudes distinct speculative attributes, underscoring
the pivotal significance of precise price forecasts. Accurate forecasting of Shanghai crude oil …

[HTML][HTML] A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence

I Ghosh, TD Chaudhuri, E Alfaro-Cortés… - … Forecasting and Social …, 2022 - Elsevier
The paper presents a framework to forecast futures prices of stocks listed on the National
Stock Exchange (NSE) in India during normal (unaffected by the COVID-19 pandemic) and …

The role of textual analysis in oil futures price forecasting based on machine learning approach

X Gong, K Guan, Q Chen - Journal of Futures Markets, 2022 - Wiley Online Library
This paper offers an innovative approach to capture the trend of oil futures prices based on
the text‐based news. By adopting natural language processing techniques, the text features …

Forecasting and trading credit default swap indices using a deep learning model integrating Merton and LSTMs

W Mao, H Zhu, H Wu, Y Lu, H Wang - Expert Systems with Applications, 2023 - Elsevier
Using macroeconomic and financial conditions to forecast credit default swap (CDS)
spreads is a challenging task. In this paper, we propose the Merton-LSTM model, a modified …

A dynamic ensemble approach for multi-step price prediction: Empirical evidence from crude oil and shipping market

J Hao, J Yuan, D Wu, W Xu, J Li - Expert Systems with Applications, 2023 - Elsevier
Price forecasting is critical for business management decision making and planning.
However, accurate price predicting faces daunting challenges due to data drift and …

A sentiment-enhanced hybrid model for crude oil price forecasting

Y Fang, W Wang, P Wu, Y Zhao - Expert Systems with Applications, 2023 - Elsevier
The crude oil market plays a vital role in the world economy. However, due to the noisy
characteristics of the market and the complex and non-stationary nature of the asset series …

Climate change attention and carbon futures return prediction

X Gong, M Li, K Guan, C Sun - Journal of Futures Markets, 2023 - Wiley Online Library
This study explores the predictive effect of climate change attention on carbon futures
returns. Using climate‐related Google Trends and news, we construct five dimensions of the …

Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)

M Vogl - SN Business & Economics, 2022 - Springer
This study provides a holistic and quantitative overview of over 800 mathematical methods
(eg, financial and risk models, statistical tests, statistics and advanced algorithms) taken out …