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Paper Information

Journal:   ENERGY ECONOMICS REVIEW   SPRING 2012 , Volume 9 , Number 32; Page(s) 147 To 168.
 
Paper: 

APPLYING GMDH ALGORITHM FOR RULE EXTRACTION FROM THE OIL PRICE BEHAVIOR

 
 
Author(s):  ABRISHAMI HAMID, ABDOLI GHAHREMAN, AHRARI MEHDI*, DOLATABADI SEPIDEH
 
* 
 
Abstract: 

In this paper an attempt is made to identify the rules that determine changes in oil prices behavior in order to better forecast the oil market. Rule extraction in this research is done by the GMDH (Group Method of Data Handling) algorithm according to the Fujimoto and Nakabayashi (2001) approach. The results confirm that while there are not any absolute rules in the oil prices behaviour, we can extract relative rules on frontier points in various position of the oil market.

 
Keyword(s): RULE EXTRACTION, GMDH ALGORITHM, TECHNICAL ANALYSIS, OIL MARKET, OIL PRICE BEHAVIOR
 
References: 
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