scholarly journals Crude Oil Price Prediction using Artificial Neural Network

2020 ◽  
Vol 170 ◽  
pp. 642-647 ◽  
Author(s):  
Nalini Gupta ◽  
Shobhit Nigam
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Crude Oil ◽  
Oil Price ◽  
Crude Oil Price ◽  
Price Prediction ◽  
Artificial Neural

scholarly journals An Investigative Analysis on Prediction of Crude Oil Price in the Philippines using Artificial Neural Network

2019 ◽  
Vol 12 (33) ◽  
pp. 1-15
Author(s):  
J. Domondon Urrutia ◽  
J. L. Meneses ◽  
P. I. M. Estolano ◽  
◽  
◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Crude Oil ◽  
The Philippines ◽  
Oil Price ◽  
Crude Oil Price ◽  
Artificial Neural

A Novel Chicken Swarm Neural Network Model for Crude Oil Price Prediction

2019 ◽  
pp. 39-58
Author(s):  
Abdullah Khan ◽  
Rahmat Shah ◽  
Junaid Bukhari ◽  
Nasreen Akhter ◽  
Attaullah ◽  
...  
Keyword(s):  
Neural Network ◽  
Crude Oil ◽  
Network Model ◽  
Neural Network Model ◽  
Oil Price ◽  
Crude Oil Price ◽  
Price Prediction

Forecasting Crude Oil price using Artificial Neural Network model

2021 ◽  
pp. 321-326
Author(s):  
Sivaprakash J. ◽  
Manu K. S.
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Crude Oil ◽  
Back Propagation ◽  
Oil Prices ◽  
Oil Price ◽  
Back Propagation Algorithm ◽  
Crude Oil Price ◽  
Propagation Algorithm ◽  
Crude Oil Prices

In the advanced global economy, crude oil is a commodity that plays a major role in every economy. As Crude oil is highly traded commodity it is essential for the investors, analysts, economists to forecast the future spot price of the crude oil appropriately. In the last year the crude oil faced a historic fall during the pandemic and reached all time low, but will this situation last? There was analysis such as fundamental analysis, technical analysis and time series analyses which were carried out for predicting the movement of the oil prices but the accuracy in such prediction is still a question. Thus, it is necessary to identify better methods to forecast the crude oil prices. This study is an empirical study to forecast crude oil prices using the neural networks. This study consists of 13 input variables with one target variable. The data are divided in the ratio 70:30. The 70% data is used for training the network and 30% is used for testing. The feed forward and back propagation algorithm are used to predict the crude oil price. The neural network proved to be efficient in forecasting in the modern era. A simple neural network performs better than the time series models. The study found that back propagation algorithm performs better while predicting the crude oil price. Hence, ANN can be used by the investors, forecasters and for future researchers.

scholarly journals Optimization of Artificial Neural Network for Stock Market Price Prediction Using an Enhanced Firefly Algorithm

2019 ◽  
Vol 13 (9) ◽  
pp. 532-543
Author(s):  
Ameen Ahmed Oloduowo ◽  
Fashoto Stephen Gbenga ◽  
Ogeh Clement ◽  
Balogun Abdullateef ◽  
Mashwama Petros
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Stock Market ◽  
Firefly Algorithm ◽  
Market Price ◽  
Price Prediction ◽  
Artificial Neural

scholarly journals Analisis Jaringan Syaraf Tiruan untuk prediksi volume ekspor dan impor migas di Indonesia

2018 ◽  
Vol 4 (1) ◽  
pp. 30
Author(s):  
Yuli Andriani ◽  
Hotmalina Silitonga ◽  
Anjar Wanto
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Crude Oil ◽  
Oil And Gas ◽  
Oil Products ◽  
Oil Exports ◽  
Directorate General ◽  
Architectural Models ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

Analisis pada penelitian penting dilakukan untuk tujuan mengetahui ketepatan dan keakuratan dari penelitian itu sendiri. Begitu juga dalam prediksi volume ekspor dan impor migas di Indonesia. Dilakukannya penelitian ini untuk mengetahui seberapa besar perkembangan ekspor dan impor Indonesia di bidang migas di masa yang akan datang. Penelitian ini menggunakan Jaringan Syaraf Tiruan (JST) atau Artificial Neural Network (ANN) dengan algoritma Backpropagation. Data penelitian ini bersumber dari dokumen kepabeanan Ditjen Bea dan Cukai yaitu Pemberitahuan Ekspor Barang (PEB) dan Pemberitahuan Impor Barang (PIB). Berdasarkan data ini, variabel yang digunakan ada 7, antara lain: Tahun, ekspor minyak mentah, impor minyak mentah, ekspor hasil minyak, impor hasil minyak, ekspor gas dan impor gas. Ada 5 model arsitektur yang digunakan pada penelitian ini, 12-5-1, 12-7-1, 12-8-1, 12-10-1 dan 12-14-1. Dari ke 5 model yang digunakan, yang terbaik adalah 12-5-1 dengan menghasilkan tingkat akurasi 83%, MSE 0,0281641257 dengan tingkat error yang digunakan 0,001-0,05. Sehingga model ini bagus untuk memprediksi volume ekspor dan impor migas di Indonesia, karena akurasianya antara 80% hingga 90%.   Analysis of the research is Imporant used to know precision and accuracy of the research itself. It is also in the prediction of Volume Exports and Impors of Oil and Gas in Indonesia. This research is conducted to find out how much the development of Indonesia's exports and Impors in the field of oil and gas in the future. This research used Artificial Neural Network with Backpropagation algorithm. The data of this research have as a source from custom documents of the Directorate General of Customs and Excise (Declaration Form/PEB and Impor Export Declaration/PIB). Based on this data, there are 7 variables used, among others: Year, Crude oil exports, Crude oil Impors, Exports of oil products, Impored oil products, Gas exports and Gas Impors. There are 5 architectural models used in this study, 12-5-1, 12-7-1, 12-8-1, 12-10-1 and 12-14-1. Of the 5 models has used, the best models is 12-5-1 with an accuracy 83%, MSE 0.0281641257 with error rate 0.001-0.05. So this model is good to predict the Volume of Exports and Impors of Oil and Gas in Indonesia, because its accuracy between 80% to 90%.

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