Forecasting commodity prices out-of-sample: Can technical indicators help?
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2019.08.004
Abstract: Abstract Economic variables are often used for forecasting commodity prices, but technical indicators have received much less attention in the literature. This paper demonstrates the predictability of commodity price changes using many technical indicators. Technical… read more here.
Keywords: sample technical; commodity prices; forecasting commodity; technical indicators ... See more keywords
Predictability of structural co-movement in commodity prices: the role of technical indicators
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DOI: 10.1080/14697688.2016.1225977
Abstract: This paper investigates the financialization and structural co-movement of several commodity futures using factor variance decomposition and predictability of technical indicators and macro variables. We find that financialization is still a dominant player in the… read more here.
Keywords: predictability structural; movement commodity; technical indicators; structural movement ... See more keywords
Cost-Sensitive Prediction of Stock Price Direction: Selection of Technical Indicators
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DOI: 10.1109/access.2019.2945907
Abstract: Stock market forecasting using technical indicators (TIs) is widely applied by investors and researchers. Using a minimal number of input features is crucial for successful prediction. However, there is no consensus about what constitutes a… read more here.
Keywords: technical indicators; tis; prediction; selection ... See more keywords
Empirical Analysis for Stock Price Prediction Using NARX Model with Exogenous Technical Indicators
Sign Up to like & getrecommendations! Published in 2022 at "Computational Intelligence and Neuroscience"
DOI: 10.1155/2022/9208640
Abstract: Stock price prediction is one of the major challenges for investors who participate in the stock markets. Therefore, different methods have been explored by practitioners and academicians to predict stock price movement. Artificial intelligence models… read more here.
Keywords: neural network; stock price; prediction; technical indicators ... See more keywords