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    A CEEMD-ARIMA-SVM model with structural breaks to forecast the crude oil prices linked with extreme events

    This paper develops an integrated framework to forecast the volatility of crude oil prices by considering the impacts of extreme events (structural breaks). The impacts of extreme events are vital to improving...

    Yuxiang Cheng, Jiayu Yi, **aoguang Yang, Kin Keung Lai, Luis Seco in Soft Computing (2022)