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@article{57281, author = {Vochozka, Marek and Horák, Jakub and Krulický, Tomáš and Pardal, Pedro}, article_location = {Košice}, article_number = {3}, doi = {http://dx.doi.org/10.46544/AMS.v25i3.10}, keywords = {artificial neural networks; time series; commodity; prediction of future development; global market; experiment}, language = {eng}, issn = {1335-1788}, journal = {Acta Montanistica Slovaca}, title = {Predicting future Brent oil price on global markets}, url = {https://actamont.tuke.sk/pdf/2020/n3/10vochozka.pdf}, volume = {25}, year = {2020} }
TY - JOUR ID - 57281 AU - Vochozka, Marek - Horák, Jakub - Krulický, Tomáš - Pardal, Pedro PY - 2020 TI - Predicting future Brent oil price on global markets JF - Acta Montanistica Slovaca VL - 25 IS - 3 SP - 375-392 EP - 375-392 PB - Technical University of Košice SN - 13351788 KW - artificial neural networks KW - time series KW - commodity KW - prediction of future development KW - global market KW - experiment UR - https://actamont.tuke.sk/pdf/2020/n3/10vochozka.pdf N2 - The high volatility of oil prices is a cause of prediction complexity, especially in times of crisis or during the current coronavirus pandemic. In this paper, a special and promising type of artificial neural network – LSTM (Long Short-Term Memory) is used for predicting oil prices. The paper's objective is to predict the development of Brent oil prices' daily values to 30 June 2021. For this purpose, available data for the period from the end of June 1988 to the end of November 2020 is used. ER -
VOCHOZKA, Marek, Jakub HORÁK, Tomáš KRULICKÝ and Pedro PARDAL. Predicting future Brent oil price on global markets. \textit{Acta Montanistica Slovaca}. Košice: Technical University of Košice, vol.~25, No~3, p.~375-392. ISSN~1335-1788. doi:10.46544/AMS.v25i3.10. 2020.
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