Forecasting Crude Oil Prices with Major S&P 500 Stock Prices: Deep Learning, Gaussian Process, and Vine Copula.
Jong-Min KimHope H. HanSangjin KimPublished in: Axioms (2022)
Keyphrases
- crude oil
- gaussian process
- stock price
- deep learning
- stock market
- long run
- financial time series
- exchange rate
- unsupervised learning
- forecasting model
- non stationary
- short term
- regression model
- model selection
- semi supervised
- hyperparameters
- news articles
- machine learning
- financial markets
- historical data
- latent variables
- bayesian framework
- oil field
- random variables
- graphical models