Related references
Note: Only part of the references are listed.A novel text-based framework for forecasting agricultural futures using massive online news headlines
Jianping Li et al.
INTERNATIONAL JOURNAL OF FORECASTING (2022)
Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices
Joshua G. Maples et al.
CANADIAN JOURNAL OF AGRICULTURAL ECONOMICS-REVUE CANADIENNE D AGROECONOMIE (2022)
Machine Learning for Price Prediction for Agricultural Products
Sussy Bayona-Oré et al.
WSEAS Transactions on Business and Economics (2021)
A new hybrid model for wind speed forecasting combining long short-term memory neural network, decomposition methods and grey wolf optimizer
Aytac Altan et al.
APPLIED SOFT COMPUTING (2021)
Modelling wheat yield with antecedent information, satellite and climate data using machine learning methods in Mexico
Diego Gomez et al.
AGRICULTURAL AND FOREST METEOROLOGY (2021)
Corn cash price forecasting with neural networks
Xiaojie Xu et al.
COMPUTERS AND ELECTRONICS IN AGRICULTURE (2021)
Cryptocurrency price prediction using traditional statistical and machine-learning techniques: A survey
Ahmed M. Khedr et al.
INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT (2021)
Forecasting spot prices of agricultural commodities in India: Application of deep-learning models
R. L. Manogna et al.
INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT (2021)
Price discovery in chinese agricultural futures markets: A comprehensive look
Jian Yang et al.
JOURNAL OF FUTURES MARKETS (2021)
Corn Cash Price Forecasting
Xiaojie Xu
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS (2020)
Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series
Matheus Henrique Dal Molin Ribeiro et al.
APPLIED SOFT COMPUTING (2020)
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series
Seckin Karasu et al.
ENERGY (2020)
Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices
Yongmei Fang et al.
JOURNAL OF FORECASTING (2020)
Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination
Alejandro Parot et al.
INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT (2019)
Profitability of alternative methods of combining the signals from technical trading systems
Jasdeep S. Banga et al.
INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT (2019)
Indian stock market prediction using artificial neural networks on tick data
Dharmaraja Selvamuthu et al.
FINANCIAL INNOVATION (2019)
Cotton yield prediction with Markov Chain Monte Carlo-based simulation model integrated with genetic programing algorithm: A new hybrid copula driven approach
Mumtaz Ali et al.
AGRICULTURAL AND FOREST METEOROLOGY (2018)
Artificial intelligence approach for the prediction of Robusta coffee yield using soil fertility properties
Louis Kouadio et al.
COMPUTERS AND ELECTRONICS IN AGRICULTURE (2018)
Performance Analysis of Four Decomposition-Ensemble Models for One-Day-Ahead Agricultural Commodity Futures Price Forecasting
Deyun Wang et al.
ALGORITHMS (2017)
REAL-TIME GRAIN COMMODITIES PRICE PREDICTIONS IN SOUTH AFRICA: A BIG DATA AND NEURAL NETWORKS APPROACH
Kayode Ayankoya et al.
AGREKON (2016)
Forecasting Government Bond Yields with Neural Networks Considering Cointegration
Christoph Wegener et al.
JOURNAL OF FORECASTING (2016)
PREDICTING NEXT TRADING DAY CLOSING PRICE OF QATAR EXCHANGE INDEX USING TECHNICAL INDICATORS AND ARTIFICIAL NEURAL NETWORKS
Adam Fadlalla et al.
INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT (2014)
Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of Greece
Theologos Dergiades et al.
ENERGY ECONOMICS (2013)
NONLINEAR FORECASTING OF THE GOLD MINER SPREAD: AN APPLICATION OF CORRELATION FILTERS
Christian L. Dunis et al.
INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT (2013)
On the use of cross-validation for time series predictor evaluation
Christoph Bergmeir et al.
INFORMATION SCIENCES (2012)
D-separation, forecasting, and economic science: a conjecture
David A. Bessler et al.
THEORY AND DECISION (2012)
A hybrid commodity price-forecasting model applied to the sugar-alcohol sector
Celma O. Ribeiro et al.
AUSTRALIAN JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS (2011)
Nonlinearity, data-snooping, and stock index ETF return predictability
Jian Yang et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2010)
A REALITY CHECK ON TECHNICAL TRADING RULE PROFITS IN THE US FUTURES MARKETS
Cheol-Ho Park et al.
JOURNAL OF FUTURES MARKETS (2010)
Nonlinearity and intraday efficiency tests on energy futures markets
Tao Wang et al.
ENERGY ECONOMICS (2010)
MAKING TRADING DECISIONS FOR FINANCIAL-ENGINEERED DERIVATIVES: A NOVEL ENSEMBLE OF NEURAL NETWORKS USING INFORMATION CONTENT
Mark T. Leung et al.
INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT (2009)
Use of non-normality in structural equation modeling: Application to direction of causation
Shohei Shimizu et al.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2008)
Do Euro exchange rates follow a martingale? Some out-of-sample evidence
Jian Yang et al.
JOURNAL OF BANKING & FINANCE (2008)
What do we know about the profitability of technical analysis?
Cheol-Ho Park et al.
JOURNAL OF ECONOMIC SURVEYS (2007)
FORECASTING ANNUAL EXCESS STOCK RETURNS VIA AN ADAPTIVE NETWORK-BASED FUZZY INFERENCE SYSTEM
Brad S. Trinkle
INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT (2005)
Price dynamics in the international wheat market: Modeling with error correction and directed acyclic graphs
DA Bessler et al.
JOURNAL OF REGIONAL SCIENCE (2003)