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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

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

DOI: 10.1007/s00500-019-04304-9 · BibTeX