Forecasting oil prices: time series vs. machine learning methods
Bruno, Marco (A.A. 2016/2017) Forecasting oil prices: time series vs. machine learning methods. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 80. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Overview of the oil market. Time series predictability. Benchmark comparison ratios. Machine learning methods. Prediction and training errors. Testing and results.
References
Bibliografia: pp. 46-48.
Thesis Type: | Master's Degree Thesis |
---|---|
Institution: | LUISS Guido Carli |
Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
Chair: | Econometric theory |
Thesis Supervisor: | Ragusa, Giuseppe |
Thesis Co-Supervisor: | Baldi, Francesco |
Academic Year: | 2016/2017 |
Session: | Summer |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 16 Nov 2017 09:55 |
Last Modified: | 16 Nov 2017 09:55 |
URI: | https://tesi.luiss.it/id/eprint/19782 |
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