Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes

@inproceedings{Deng2014CrudeOS,
  title={Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes},
  author={Shangkun Deng and Akito Sakurai},
  year={2014}
}
This study proposes a multiple kernel learning (MKL)-based regression model for crude oil spot price forecasting and trading. We used a well-known trend-following technical analysis indicator, the moving average convergence and divergence (MACD) indicator, for extracting features from original spot prices. Additionally, we factored in the possibility that movements of target crude oil prices may be related to other important crude oil markets besides the target market for the prediction time… CONTINUE READING