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Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression

This study firstly applied a Bayesian symbolic regression (BSR) to the forecasting of numerous commodities’ prices (spot-based ones). Moreover, some features and an initial specification of the parameters of the BSR were analysed. The conventional approach to symbolic regression, based on genetic pr...

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Hoofdauteurs: Krzysztof Drachal, Michał Pawłowski
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: MDPI AG 2024-03-01
Reeks:International Journal of Financial Studies
Onderwerpen:
Bayesian econometrics
commodities markets
financial time-series forecasting
price forecasting
spot prices
symbolic regression
Online toegang:https://www.mdpi.com/2227-7072/12/2/34
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