Predictive analytics of crude oil prices by utilizing the intelligent model search engine

• Main Authors: Bekiroglu, Korkut, Duru, Okan, Gulay, Emrah, Su, Rong, Lagoa, Constantino
• Other Authors: School of Civil and Environmental Engineering
• Format: Article
• Language: English
• Published: 2020
• Subjects: Engineering::Electrical and electronic engineering; Predictive Analytics; Oil Prices
• Online Access: https://hdl.handle.net/10356/140852
• Institution: Nanyang Technological University

This paper proposes an intelligent model search engine (IMSE), an integrated model selection algorithm, subject to the out of sample predictive performance and given set of explanatory variables for forecasting crude oil prices. In the conventional applications of energy price forecasting, models ar...