Concepedia

Oil futures volatility predictability: New evidence based on machine learning models

Xinjie Lu, Feng Ma, Jin Xu, Zehui Zhang

International Review of Financial Analysis · 2022 · 51 citations · 84 references

DOI

Concepts

References

84

Random Forests

Leo Breiman · Machine Learning · 2001 · 126.2K citations · Full text

Long Short-Term Memory

Sepp Hochreiter, Jürgen Schmidhuber · Neural Computation · 1997 · 98.1K citations

, , +16

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

, , +17

Greedy function approximation: A gradient boosting machine.

Jerome H. Friedman · The Annals of Statistics · 2001 · 29K citations · Full text

, , +17

Regularization and Variable Selection Via the Elastic Net

Hui Zou, Trevor Hastie · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 21K citations · Full text

, , +15