Prediction and trading in crude oil markets using multi-class classification and multi-objective optimization

HIGHLIGHTS

  • who: Using Multi-Class Classification et al. from the of Economics and Management, China Three Gorges University, Yichang, China have published the research: Prediction and Trading in Crude Oil Markets Using Multi-Class Classification and Multi-Objective Optimization, in the Journal: (JOURNAL)
  • what: The authors proposed an integration method by adopting the Support Vector Machine (MCSVM) and the Non-Dominated Sorting Genetic Algorithm II (NSGA-II) for forecasting and trading simulation in two well-known crude oil markets. The aim of the SVM is to obtain a function f (x) that determines the decision boundary . . .

     

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