Coal Price Prediction Using Financial Indices

Hu Hsiang Yeh, Min Te Sun

研究成果: 書貢獻/報告類型會議論文篇章同行評審

6 引文 斯高帕斯(Scopus)

摘要

The price movement prediction in the futures market is difficult due to fluctuating demands and supplies. This thesis addresses the problem of coal price movement prediction. The study compares two prediction models using two different datasets. The first dataset includes daily trading data, while the second dataset contains both daily trading data and computed financial indices. The data from Indonesia and Australia between 2010 and 2019 is used for the experiment. The experimental results show that the second model achieves higher accuracy. The market simulation also indicates that the second model enjoys a larger trade gain higher than 30% of the budget within a year.

原文???core.languages.en_GB???
主出版物標題Proceedings - 2019 International Conference on Technologies and Applications of Artificial Intelligence, TAAI 2019
發行者Institute of Electrical and Electronics Engineers Inc.
ISBN(電子)9781728146669
DOIs
出版狀態已出版 - 11月 2019
事件24th International Conference on Technologies and Applications of Artificial Intelligence, TAAI 2019 - Kaohsiung, Taiwan
持續時間: 21 11月 201923 11月 2019

出版系列

名字Proceedings - 2019 International Conference on Technologies and Applications of Artificial Intelligence, TAAI 2019

???event.eventtypes.event.conference???

???event.eventtypes.event.conference???24th International Conference on Technologies and Applications of Artificial Intelligence, TAAI 2019
國家/地區Taiwan
城市Kaohsiung
期間21/11/1923/11/19

指紋

深入研究「Coal Price Prediction Using Financial Indices」主題。共同形成了獨特的指紋。

引用此