Interval Forecasting of Carbon Futures Prices Using a Novel Hybrid Approach with Exogenous Variables
This paper examines the interval forecasting of carbon futures prices in one of the most important carbon futures market. Specifically, the purpose of this study is to present a novel hybrid approach, which is composed of multioutput support vector regression (MSVR) and particle swarm optimization (...
Main Authors: | Lu Zhang, Junbiao Zhang, Tao Xiong, Chiao Su |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2017-01-01
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Series: | Discrete Dynamics in Nature and Society |
Online Access: | http://dx.doi.org/10.1155/2017/5730295 |
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