Neural Network Predictions Can Be Misleading Evidence From Predicting Crude Oil Futures Prices

This paper applies Neural Network to predict WTI crude oil futures prices on basis of intraday minutely high frequency data. We looked into the recent market crash in the WTI crude oil futures market in April before the Delivery day. The results indicate that Neural Network could be misleading. More...

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Bibliographic Details
Main Authors: Huang Weige, Wang Hua, Chen Qian
Format: Article
Language:English
Published: EDP Sciences 2021-01-01
Series:E3S Web of Conferences
Online Access:https://www.e3s-conferences.org/articles/e3sconf/pdf/2021/29/e3sconf_eem2021_02015.pdf