An xLSTM–XGBoost Ensemble Model for Forecasting Non-Stationary and Highly Volatile Gasoline Price
High-frequency fluctuations in the international crude oil market have led to multilevel characteristics in China’s domestic refined oil pricing mechanism. To address the poor fitting performance of single deep learning models on oil price data, which hampers accurate gasoline price prediction, this...
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| Hoofdauteurs: | , , , , , , , , |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
MDPI AG
2025-06-01
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| Reeks: | Computers |
| Onderwerpen: | |
| Online toegang: | https://www.mdpi.com/2073-431X/14/7/256 |
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