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Crude oil price forecasting based on hybridizing wavelet multiple linear regression model, particle swarm optimization techniques, and principal component analysis

Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR) is proposed for crude oil price forecasting. In this m...

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Bibliographic Details
Main Authors:	Shabri, Ani, Samsudin, Ruhaidah
Format:	Article
Language:	English
Published:	The Scientific World Journal 2014
Subjects:	Q Science
Online Access:	http://eprints.utm.my/id/eprint/52267/1/AniShabri2014_CrudeOilPriceForecastingBasedOnHbridizing.pdf http://eprints.utm.my/id/eprint/52267/ http://dx.doi.org/10.1155/2014/854520
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