Forecasting futures trading volume using neural networks

Article Abstract:

A backpropagation neural network was used in the time series forecasting of futures trading volume for commodities on the Winnipeg Commodity Exchange. The neural network outperformed the naive model and an ARIMA model and was able to provide forecasts up to nine months into the future. The gradient descent algorithm was used in providing the forecasts.

Usage, Computer networks, Neural networks

---

Volatility and commodity price dynamics

Article Abstract:

Volatility in commodity prices affects market variables like marginal value of storage and marginal cost of production etc. A study of the role of volatility and the factors determining the volatility like spot and futures commodity prices is presented.

Forecasts, trends, outlooks, Analysis, Influence, Market trend/market analysis, Economic forecasting, Global economy, Commodity price indexes

---

Persistence of volatility in futures markets

Article Abstract:

The characteristics of volatility key measures in various futures options are evaluated for providing improved volatility behavior and derivative values.

United States, Evaluation, Stock options, Futures market, Futures markets

Similar abstracts:

• Abstracts: Stock index futures listing and structural change in time-varying volatility. part 2 Returns and volatility in the Kuala Lumpur crude palm oil futures market
• Abstracts: Some socio-cultural factors retarding entrepreneurial activity in sub-Saharan Africa. The pervasive effects of family on entrepreneurship: Toward a family embeddedness perspective
• Abstracts: Fostering risk taking in research and development: the importance of a project's terminal value. The role of knowledge in resource allocation to exploration versus exploitation in technologically oriented organizations
• Abstracts: Experiencing mistreatment at work: the role of grievance filing, nature of mistreatment, and employee withdrawal
• Abstracts: Speed with caution is the essence of innovation. Who is where

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.