A machine learning-based price state prediction model for agricultural commodities using external factors

DOI10.1007/S10203-021-00354-7zbMath1477.91025OpenAlexW3214758146MaRDI QIDQ2064634

Ralf Korn, Robert Knobloch, Prilly Oktoviany

Publication date: 6 January 2022

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-021-00354-7

zbMATH Keywords

classificationclusteringmachine learninghybrid modelcommoditiesstochastic price model

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24)

Uses Software

• Silhouettes
• TensorFlow

Cites Work

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• Asian options with zero cost-of-carry: EEX options on freight and iron ore futures
• Electricity price forecasting through transfer function models
• The elements of statistical learning. Data mining, inference, and prediction
• Random forests

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