Compumetric Forecasting of Crude Oil Prices

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@InProceedings{kaboudan:2001:cfcop,
  author =       "M. A. Kaboudan",
  title =        "Compumetric Forecasting of Crude Oil Prices",
  booktitle =    "Proceedings of the 2001 Congress on Evolutionary
                 Computation CEC2001",
  year =         "2001",
  pages =        "283--287",
  address =      "COEX, World Trade Center, 159 Samseong-dong,
                 Gangnam-gu, Seoul, Korea",
  publisher_address = "445 Hoes Lane, P.O. Box 1331, Piscataway, NJ
                 08855-1331, USA",
  month =        "27-30 " # may,
  organisation = "IEEE Neural Network Council (NNC), Evolutionary
                 Programming Society (EPS), Institution of Electrical
                 Engineers (IEE)",
  publisher =    "IEEE Press",
  keywords =     "genetic algorithms, genetic programming, ANN, computer
                 forecasting, crude oil prices, forecasting models,
                 monthly forecasts, random walk type, commodity trading,
                 forecasting theory, neural nets",
  ISBN =         "0-7803-6658-1",
  DOI =          "doi:10.1109/CEC.2001.934402",
  abstract =     "This paper contains short term monthly forecasts of
                 crude oil prices using computerised methods.
                 Compumetric forecasting methods are ones that use
                 computers to identify the underlying model that
                 produces the forecast. Typically, forecasting models
                 are designed or specified by humans rather than
                 machines. Compumetric methods are applied to determine
                 whether models they provide produce reliable forecasts.
                 Forecasts produced by two compumetric methods-genetic
                 programming and artificial neural networks-are compared
                 and evaluated relative to a random walk type of
                 prediction. The results suggest that genetic
                 programming has advantage over random walk predictions
                 while the neural network forecast proved inferior",
  notes =        "CEC-2001 - A joint meeting of the IEEE, Evolutionary
                 Programming Society, Galesia, and the IEE.

                 IEEE Catalog Number = 01TH8546C,

                 Library of Congress Number =",
}

Genetic Programming entries for Mahmoud A Kaboudan

Citations