Navigating Market Sentiments: A Novel Approach to Iron Ore Price Forecasting with Weighted Fuzzy Time Series.
Flavio Mauricio da Cunha SouzaGeraldo Pereira Rocha FilhoFrederico Gadelha GuimarãesRodolfo Ipolito MeneguetteGustavo PessinPublished in: Inf. (2024)
Keyphrases
- crude oil
- iron ore
- stock price
- electricity markets
- stock market
- spot market
- stock returns
- panel data
- news articles
- market clearing
- garch model
- forecasting accuracy
- financial time series
- short term
- financial data
- steel industry
- non stationary
- electric power
- multivariate time series
- bidding strategies
- stock data
- financial markets
- historical data
- listed companies
- market share
- bp neural network