Prediction and Trading in Crude Oil Markets Using Multi-Class Classification and Multi-Objective Optimization

Prediction and Trading in Crude Oil Markets Using Multi-Class Classification and Multi-Objective Optimization

Crude oil price direction forecasting presents an extremely challenging task that attracts considerable attention from academic scholars, individual investors and institutional investors. In this research, we proposed an integration method by adopting the Multi-Class Support Vector Machine (MCSVM) a...

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Bibliographic Details
Main Authors: Shangkun Deng, Xiaoru Huang, Jiashuang Shen, Haoran Yu, Chenguang Wang, Hongyu Tian, Fangjie Ma, Tianxiang Yang
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Crude oil
multi-class classification
direction prediction
multi-objective optimization
simulation trading
Online Access:https://ieeexplore.ieee.org/document/8935159/

Internet

https://ieeexplore.ieee.org/document/8935159/

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