Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer +3 more
wiley +1 more source
Does geopolitical risks drive the extreme spillovers of bulk energy and chemical commodity. [PDF]
Tao Z, Li T, Chen Y, Huang X.
europepmc +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Environmental sustainability and nutritional quality: addressing global food and nutrition insecurity in a post-pandemic world. [PDF]
Cao Y +6 more
europepmc +1 more source
ABSTRACT Unveiling the performance of retort‐processed foods in terms of deteriorative quality changes during extended storage has been a subject of limited research. Therefore, a point in case is the retort‐processed ripe jackfruit pulp that has garnered scanty or nil reports.
Dipom Saikia +6 more
wiley +1 more source
Macroeconomic-aware forecasting of construction costs in developing countries: Using gated recurrent unit and long short-term memory deep learning framework. [PDF]
Alzara M +6 more
europepmc +1 more source
The review critically evaluated and compared the selected superfruit phytochemistry, their bioactive composition and the key health benefits majorly emphasizing the antioxidant potential. It has highlighted the translational challenges in formulating functional foods by addressing the issues related to delivery system, bioavailability mechanism and the
Sharath Kumar Nagaraja +3 more
wiley +1 more source
Deep learning-enabled cherry price forecasting and real-time system deployment across multi-market supply chains in India. [PDF]
Shaheen FA +5 more
europepmc +1 more source
Although fresh produce is extremely perishable and contaminated, it is essential for good health. To eliminate important foodborne pathogens, this paper investigates UV‐C irradiation as a safe, nonthermal technique. UV dose, exposure duration, and product characteristics all affect effectiveness.
Krish Rauniyar, Ruplal Choudhary
wiley +1 more source
The Evolution of the Linkage Among Geopolitical Risk, the US Dollar Index, Crude Oil Prices, and Gold Prices at Multiple Scales: A Wavelet Transform-Based Dynamic Transfer Entropy Network Method. [PDF]
Yang H, An S, Dong Z, Dong X.
europepmc +1 more source

