High-frequency direction forecasting and simulation trading of the crude oil futures using Ichimoku KinkoHyo and Fuzzy Rough Set.
Shangkun DengChongyi XiaoYingke ZhuJingyuan PengJie LiZonghua LiuPublished in: Expert Syst. Appl. (2023)
Keyphrases
- high frequency
- crude oil
- low frequency
- fuzzy rough sets
- financial markets
- high resolution
- forecasting model
- oil field
- long run
- discrete wavelet transform
- wavelet transform
- subband
- wavelet coefficients
- high frequency components
- futures market
- short term
- rough sets
- quality control
- stock price
- analytical model
- support vector regression
- evolutionary algorithm
- data analysis
- genetic algorithm