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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