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Record W4296061846 · doi:10.55365/1923.x2022.20.15

Forecasting Oil Prices: A Comparative Analysis between Neural Network and Regression Models

2022· article· en· W4296061846 on OpenAlexvenueno aff
Jihad Hokayem, Joseph Gemayel, Dany Mezher, Ale J. Hejase

Bibliographic record

VenueReview of Economics and Finance · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsProfitability indexArtificial neural networkEconometricsOrder (exchange)Linear regressionEconomicsLinear modelBrent CrudeComputer scienceOperations researchVolatility (finance)Artificial intelligenceEngineeringMachine learningFinance

Abstract

fetched live from OpenAlex

After the war between Russia and Ukraine and its implications on various economies, energy security became a trending subject at the international level in 2022.Crude oil is an essential resource that plays a strategic role and its fluctuation has a major impact not only on the firms' profitability but also the stability of several countries.This research examines the possibility of forecasting oil prices where artificial neural network methods in addition to the multiple linear regressions were used in order to attempt to come out with a decent model that can help in forecasting oil prices.A comparison between these two models took place in order to choose the best one.The uniqueness of this research relied on the fact that 26 different variables were used all together, some of them were used for the first time in order to build the forecasting model.The period for constructing and testing both models extended from August 2006 to the beginning of 2019.The neural network model that was built showed to be more promising than the model that used multiple linear regression.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.008
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.014
Threshold uncertainty score0.028

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.008
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0000.000
Scholarly communication0.0010.002
Open science0.0010.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.086
GPT teacher head0.263
Teacher spread0.177 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2022
Admission routes1
Has abstractyes

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