Tian-Hui Fang

Forecasting China’s Crude Oil Futures Price by Recurrent Neural Network Method Based on Unconstrained Transformation

This study examines whether a structure-preserving representation of the joint Open-High-Low-Close (OHLC) vector provides coherent forecasts for China’s INE crude-oil futures and how seven benchmark models compare within that representation. The sample contains 1547 trading days from the contract launch to 8 January 20...