Energy price prediction using data-driven models: A decade review

H Lu, X Ma, M Ma, S Zhu - Computer Science Review, 2021 - Elsevier
The accurate prediction of energy price is critical to the energy market orientation, and it can
provide a reference for policymakers and market participants. In practice, energy prices are …

Crude oil time series prediction model based on LSTM network with chaotic Henry gas solubility optimization

S Karasu, A Altan - Energy, 2022 - Elsevier
Estimating the price of crude oil, which is seen as an important resource for economic
development and stability in the world, is a topic of great interest by policy makers and …

A systematic literature review on price forecasting models in construction industry

M Ma, VWY Tam, KN Le, R Osei-Kyei - International journal of …, 2024 - Taylor & Francis
This paper summarizes a list of previously used forecasting models in the construction
industry, using a three-stage review process. Specifically, articles published between 2012 …

Bitcoin price forecasting with neuro-fuzzy techniques

GS Atsalakis, IG Atsalaki, F Pasiouras… - European journal of …, 2019 - Elsevier
Cryptocurrencies, with Bitcoin being the most notable example, have attracted considerable
attention in recent years, and they have experienced large fluctuations in their price. While a …

A hybrid deep learning approach by integrating LSTM-ANN networks with GARCH model for copper price volatility prediction

Y Hu, J Ni, L Wen - Physica A: Statistical Mechanics and its Applications, 2020 - Elsevier
Forecasting the copper price volatility is an important yet challenging task. Given the
nonlinear and time-varying characteristics of numerous factors affecting the copper price, we …

A novel hybrid method for crude oil price forecasting

JL Zhang, YJ Zhang, L Zhang - Energy Economics, 2015 - Elsevier
Forecasting crude oil price is a challenging task. Given the nonlinear and time-varying
characteristics of international crude oil prices, we propose a novel hybrid method to …

Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model

W Kristjanpoller, MC Minutolo - Expert systems with applications, 2015 - Elsevier
One of the most used methods to forecast price volatility is the generalized autoregressive
conditional heteroskedasticity (GARCH) model. Nonetheless, the errors in prediction using …

Multi-step-ahead crude oil price forecasting based on two-layer decomposition technique and extreme learning machine optimized by the particle swarm optimization …

T Zhang, Z Tang, J Wu, X Du, K Chen - Energy, 2021 - Elsevier
The prediction of crude oil prices has important research significance. The paper contributes
to the literature of hybrid models for forecasting crude oil prices. We apply ensemble …

Forecasting volatility of oil price using an artificial neural network-GARCH model

W Kristjanpoller, MC Minutolo - Expert Systems with Applications, 2016 - Elsevier
This paper builds on previous research and seeks to determine whether improvements can
be achieved in the forecasting of oil price volatility by using a hybrid model and …

Oil price forecasting using a hybrid model

A Safari, M Davallou - Energy, 2018 - Elsevier
Forecasting oil prices is an important and challenging matter, because of its impact on many
economic and non-economic factors. Because factors such as economic growth, political …