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Crude oil is a major component in most advanced economies of the world. Accurately predicting and understanding the behavior of crude oil prices is important for economists, analysts, forecasters, and traders, to name a few. The price of…

Machine Learning · Computer Science 2018-11-26 Ganapathy S. Natarajan , Aishwarya Ashok

Research on crude oil price forecasting has attracted tremendous attention from scholars and policymakers due to its significant effect on the global economy. Besides supply and demand, crude oil prices are largely influenced by various…

Machine Learning · Computer Science 2021-11-18 Jiangwei Liu , Xiaohong Huang

Accurate crude oil price forecasting is crucial for various economic activities, including energy trading, risk management, and investment planning. Although deep learning models have emerged as powerful tools for crude oil price…

Machine Learning · Computer Science 2024-12-17 Mohammed Alruqimi , Luca Di Persio

This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal of attention was paid on finding the optimal ANN model structure.…

Neural and Evolutionary Computing · Computer Science 2009-06-29 Siddhivinayak Kulkarni , Imad Haidar

The dissertation investigates the application of Probabilistic Graphical Models (PGMs) in forecasting the price of Crude Oil. This research is important because crude oil plays a very pivotal role in the global economy hence is a very…

Trading and Market Microstructure · Quantitative Finance 2018-05-01 Danish A. Alvi

In recent years, there have been a lot of sharp changes in the oil price. These rapid changes cause the traditional models to fail in predicting the price behavior. The main reason for the failure of the traditional models is that they…

General Economics · Economics 2018-08-14 Sina Aghaei , Amirreza Safari Langroudi , Masoud Fekri

In the field of global energy and environment, crude oil is an important strategic resource, and its price fluctuation has a far-reaching impact on the global economy, financial market and the process of low-carbon development. In recent…

Machine Learning · Computer Science 2024-09-20 Yuwen Zhao , Baojun Hu , Sizhe Wang

Accurately forecasting the price of oil, the world's most actively traded commodity, is of great importance to both academics and practitioners. We contribute by proposing a functional time series based method to model and forecast oil…

Applications · Statistics 2019-01-09 Fearghal Kearney , Han Lin Shang

The paper contributes to the rare literature modeling term structure of crude oil markets. We explain term structure of crude oil prices using dynamic Nelson-Siegel model, and propose to forecast them with the generalized regression…

General Finance · Quantitative Finance 2015-04-21 Jozef Barunik , Barbora Malinska

Some applications of deep learning require not only to provide accurate results but also to quantify the amount of confidence in their prediction. The management of an electric power grid is one of these cases: to avoid risky scenarios,…

Machine Learning · Computer Science 2023-08-25 Michele Guerra , Simone Scardapane , Filippo Maria Bianchi

Oil production forecasting is an important step in controlling the cost-effect and monitoring the functioning of petroleum reservoirs. As a result, oil production forecasting makes it easier for reservoir engineers to develop feasible…

Machine Learning · Computer Science 2022-08-15 Akshansh Mishra , Rakesh Morisetty , Rajat Sarawagi

An accurate prediction of crude oil prices over long future horizons is challenging and of great interest to governments, enterprises, and investors. This paper proposes a revised hybrid model built upon empirical mode decomposition (EMD)…

Machine Learning · Computer Science 2014-01-10 Tao Xiong , Yukun Bao , Zhongyi Hu

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Crude oil, a critical component of the global economy, has its prices influenced by various factors such as economic trends, political events, and natural disasters. Traditional prediction methods based on historical data have their limits…

Information Retrieval · Computer Science 2024-10-17 Himmet Kaplan , Ralf-Peter Mundani , Heiko Rölke , Albert Weichselbraun , Martin Tschudy

Reservoir computing is a novel machine learning algorithm that uses a nonlinear dynamical system to efficiently learn complex temporal patterns from data. The objective of this thesis is to investigate the principles of reservoir computing…

Quantum Physics · Physics 2023-10-12 Laia Domingo

Recent advances in quantum computing have demonstrated its potential to significantly enhance the analysis and forecasting of complex classical data. Among these, quantum reservoir computing has emerged as a particularly powerful approach,…

Quantum Physics · Physics 2026-04-10 Qingyu Li , Chiranjib Mukhopadhyay , Abolfazl Bayat , Ali Habibnia

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Forecasting production reliably and anticipating changes in the behavior of rock-fluid systems are the main challenges in petroleum reservoir engineering. This project proposes to deal with this problem through a data-driven approach and…

Machine Learning · Computer Science 2025-08-27 Mateus A. Fernandes , Michael M. Furlanetti , Eduardo Gildin , Marcio A. Sampaio

We propose a new reservoir computing method for forecasting high-resolution spatiotemporal datasets. By combining multi-resolution inputs from coarser to finer layers, our architecture better captures both local and global dynamics. Applied…

Machine Learning · Computer Science 2025-10-14 Nicola Alboré , Gabriele Di Antonio , Fabrizio Coccetti , Andrea Gabrielli

Well known oil recovery factor estimation techniques such as analogy, volumetric calculations, material balance, decline curve analysis, hydrodynamic simulations have certain limitations. Those techniques are time-consuming, require…

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