Abstract
In this paper, we investigated an ensemble neural network for the prediction of oil prices. Daily data from 1999 to 2012 were used to predict the West Taxes, Intermediate. Data were separated into four phases of training and testing using different percentages and obtained seven sub-datasets after implementing different attribute selection algorithms. We used three types of neural networks: Feed forward, Recurrent and Radial Basis Function networks. Finally a good ensemble neural network model is formulated by the weighted average method. Empirical results illustrated that the ensemble neural network outperformed other models.
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Gabralla, L.A., Mahersia, H., Abraham, A. (2015). Ensemble Neurocomputing Based Oil Price Prediction. In: Abraham, A., Krömer, P., Snasel, V. (eds) Afro-European Conference for Industrial Advancement. Advances in Intelligent Systems and Computing, vol 334. Springer, Cham. https://doi.org/10.1007/978-3-319-13572-4_24
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DOI: https://doi.org/10.1007/978-3-319-13572-4_24
Publisher Name: Springer, Cham
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