A hybrid model of dynamic time wrapping and hidden Markov model for forecasting and trading in crude oil market

Shangkun Deng, Youtao Xiang, Boyang Nan, Hongyu Tian, Zhe Sun. A hybrid model of dynamic time wrapping and hidden Markov model for forecasting and trading in crude oil market. Soft Comput., 24(9):6655-6672, 2020. [doi]

Abstract

Abstract is missing.