Copper Price Time Series Forecasting by Means of Generalized Regression Neural Networks with Optimized Predictor Variables

Gregorio Fidalgo Valverde, Alicja Krzemien, Pedro Riesgo Fernández, Francisco Javier Iglesias Rodríguez, Ana Suárez Sánchez. Copper Price Time Series Forecasting by Means of Generalized Regression Neural Networks with Optimized Predictor Variables. In Álvaro Herrero, Carlos Cambra, Daniel Urda, Javier Sedano, Héctor Quintián, Emilio Corchado, editors, 15th International Conference on Soft Computing Models in Industrial and Environmental Applications, SOCO 2020, Burgos, Spain, 16-18 September 2020. Volume 1268 of Advances in Intelligent Systems and Computing, pages 681-690, Springer, 2020. [doi]

Abstract

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