A Sentiment-Enhanced Hybrid Model for Crude Oil Price Forecasting
“However, due to the noisy characteristics of the market and the complex and non-stationary nature of the asset series, forecasting the price of oil is particularly challenging.”
AssetCommodities
StrategyMachine learningnews sentiment
TechniqueLarge language modeltransformer
ClaimExcess return
Also stated: Text and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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