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.


Overview of the oil market. Time series predictability. Benchmark comparison ratios. Machine learning methods. Prediction and training errors. Testing and results.


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


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