An interval time series (ITS) is a time series where each period is described by an interval. In
finance, ITS can describe the temporal evolution of the high and low prices of an asset …

This paper develops an open-high-low-close (OHLC) data forecasting framework to forecast
EUA futures price based on EU ETS data and extended exogenous variables from 2013 to …

Highly accurate interval forecasting of a stock price index is fundamental to successfully
making a profit when making investment decisions, by providing a range of values rather …

The Shanghai crude oil futures market exudes distinct speculative attributes, underscoring
the pivotal significance of precise price forecasts. Accurate forecasting of Shanghai crude oil …

Accurate interval forecasting of agricultural commodity futures prices over future horizons is
challenging and of great interests to governments and investors, by providing a range of …

Abstract European Union allowances (EUAs), the “currency in circulation” of the EU
Emissions Trading Scheme (ETS), have spawned a great deal of speculative trading. This …

In view of the importance of interval-valued time series (ITS) modeling and forecasting, and
the less research efforts made before, this study proposes an hybrid modeling framework …

Precise prediction of stock prices is difficult chiefly because of the many intervening factors.
Unpredictability is particularly notable in the aftermath of the global financial crisis. Data …

As typical symbolic data, interval-valued data offer a useful tool to handle massive datasets.
There has been a lot of literature focusing on researching regression models for interval …

This paper proposes threshold models to analyze and forecast interval-valued time series. A
relatively simple algorithm is proposed to obtain least square estimates of the threshold and …