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]

Authors

Shangkun Deng

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Youtao Xiang

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Boyang Nan

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Hongyu Tian

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Zhe Sun

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