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Article: Hidden Markov models with threshold effects and their applications to oil price forecasting

TitleHidden Markov models with threshold effects and their applications to oil price forecasting
Authors
ZHU, DChing, WKSiu, TElliott, RZhang, L
KeywordsFiltering
Forecasting
Hidden Markov Model
Oil price
Threshold effect
Issue Date2017
PublisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5
Citation
Journal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 757-773 How to Cite?
DOI: http://dx.doi.org/10.3934/jimo.2016045
Persistent Identifierhttp://hdl.handle.net/10722/240248
ISSN
1547-5816
2022 Impact Factor: 1.3
2020 SCImago Journal Rankings: 0.325
ISI Accession Number ID
WOS:000398815200016

 

DC FieldValueLanguage
dc.contributor.authorZHU, D-
dc.contributor.authorChing, WK-
dc.contributor.authorSiu, T-
dc.contributor.authorElliott, R-
dc.contributor.authorZhang, L-
dc.date.accessioned2017-04-19T08:21:52Z-
dc.date.available2017-04-19T08:21:52Z-
dc.date.issued2017-
dc.identifier.citationJournal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 757-773-
dc.identifier.issn1547-5816-
dc.identifier.urihttp://hdl.handle.net/10722/240248-
dc.languageeng-
dc.publisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5-
dc.relation.ispartofJournal of Industrial and Management Optimization-
dc.rightsJournal of Industrial and Management Optimization. Copyright © American Institute of Mathematical Sciences.-
dc.rightsThis is a pre-copy-editing, author-produced PDF of an article accepted for publication in [Journal of Industrial and Management Optimization] following peer review. The definitive publisher-authenticated version [Journal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 757-773] is available online at: http://dx.doi.org/10.3934/jimo.2016045-
dc.subjectFiltering-
dc.subjectForecasting-
dc.subjectHidden Markov Model-
dc.subjectOil price-
dc.subjectThreshold effect-
dc.titleHidden Markov models with threshold effects and their applications to oil price forecasting-
dc.typeArticle-
dc.identifier.emailChing, WK: wching@hku.hk-
dc.identifier.authorityChing, WK=rp00679-
dc.description.naturepostprint-
dc.identifier.doi10.3934/jimo.2016045-
dc.identifier.scopuseid_2-s2.0-85016113241-
dc.identifier.hkuros271771-
dc.identifier.volume13-
dc.identifier.issue2-
dc.identifier.spage757-
dc.identifier.epage773-
dc.identifier.isiWOS:000398815200016-
dc.publisher.placeUnited States-
dc.identifier.issnl1547-5816-

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