An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models

Garcia Diego; Kristjanpoller Werner

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An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models

机译：通过混合和非混合模型进行铜价波动性的自适应预测方法

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摘要

This article studies monthly volatility forecasting for the copper market, which is of practical interest for various participants such as producers, consumers, governments, and investors.

机译：本文研究了铜市场的月度波动预测，这对生产者，消费者，政府和投资者等各种参与者来说都是实际兴趣。

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来源
《Applied Soft Computing》 |2019年第2019期|共13页
作者
Garcia Diego; Kristjanpoller Werner;
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作者单位

Univ Tecn Federico Santa Maria Dept Ind Av Espana 1680 Valparaiso Chile;

Univ Tecn Federico Santa Maria Dept Ind Av Espana 1680 Valparaiso Chile;

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原文格式 PDF
正文语种 eng
中图分类计算机软件;
关键词
Copper price volatility; Adaptive models; Genetic algorithm; GARCH model; Fuzzy inference system; Copper price returns;

机译：铜价波动;自适应模型;遗传算法;GARCH模型;模糊推理系统;铜价回报;

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1. An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models [J] . Garcia Diego, Kristjanpoller Werner Applied Soft Computing . 2019,第期

机译：通过混合和非混合模型进行铜价波动性的自适应预测方法
2. Forecasting volatility in oil prices with a class of nonlinear volatility models: smooth transition RBF and MLP neural networks augmented GARCH approach [J] . Melike Bildirici, (O)zgür Ersin 石油科学（英文版） . 2015,第003期

机译：使用一类非线性波动率模型预测油价的波动性：平稳过渡RBF和MLP神经网络增强的GARCH方法
3. Forecasting volatility in oil prices with a class of nonlinear volatility models: smooth transition RBF and MLP neural networks augmented GARCH approach [J] . Melike Bildirici, ?zgür Ersin Petroleum science . 2015,第3期

机译：使用一类非线性波动率模型预测油价的波动性：平稳过渡RBF和MLP神经网络增强的GARCH方法
4. Forecasting Price Volatility Range of Crude Palm Oil by Mining the Historical Data Using Hybrid Range Model [C] . Kwan Hua SIM, Isaac Yung Shen GOH, Kwan Yong SIM, International Computer Symposium . 2015

机译：用混合系型挖掘历史数据预测原油棕榈油价格波动范围
5. Multi-Resolution Volatility Forecasting in Pattern Recognition Hybrid Model [D] . Li, Yue. 2017

机译：模式识别混合模型中多分辨率波动性预测
6. Forecasting leading industry stock prices based on a hybrid time-series forecast model [O] . Ming-Chi Tsai, Ching-Hsue Cheng, Meei-Ing Tsai, -1

机译：基于混合时间序列预测模型预测行业领先股票价格
7. Forecasting volatility in oil prices with a class of nonlinear volatility models: smooth transition RBF and MLP neural networks augmented GARCH approach [O] . Melike Bildirici, Özgür Ersin 2015

机译：使用一类非线性波动率模型预测油价的波动率：平稳过渡RBF和MLP神经网络增强GARCH方法

An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models

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