Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic

Title
Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic
Authors
Keywords
COVID-19, Crude oil, Genetic algorithm, OS-ELM, Volatility forecasting
Journal
RESOURCES POLICY
Volume 73, Issue -, Pages 102148
Publisher
Elsevier BV
Online
2021-05-21
DOI
10.1016/j.resourpol.2021.102148

Ask authors/readers for more resources

Reprint

Contact the author

Publish scientific posters with Peeref

Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.

Learn More

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started