Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic
Futian Weng, Hongwei Zhang, Cai Yang
Topics & Concepts
Futures contractVolatility (finance)PandemicCoronavirus disease 2019 (COVID-19)Crude oilEconometricsEconomicsComputer scienceFinancial economicsEngineeringInfectious disease (medical specialty)DiseasePathologyMedicinePetroleum engineeringMachine Learning and ELMMarket Dynamics and VolatilityStock Market Forecasting Methods