From: A hybrid Bayesian-network proposition for forecasting the crude oil price
Name | Method | Significant external regressors detected |
---|---|---|
IMF.1 | BN (Constrained) | aroon, CCI, RSI, SMA |
BN (Scored) | aroon, CCI, RSI, SMA | |
QRL | aroon, CCI | |
BLasso | aroon, CCI, DEMA, RSI, SMA | |
BRR | aroon, CCI, DEMA, RSI, SMA | |
IMF.2 | BN (Constrained) | DEMA, EMA, MACD, RSI, TRIX |
BN (Scored) | DEMA, MACD, RSI, TRIX | |
QRL | aroon, CCI, TDI | |
BLasso | CCI, MACD, RSI, TRIX, VIX | |
BRR | DEMA, EMA, MACD, RSI, SMA, TRIX, VIX | |
IMF.3 | BN (Constrained) | aroon, CCI, DEMA, MACD, OVX, RSI, SMA, TDI, VIX |
BN (Scored) | aroon, CCI, DEMA, MACD, OVX, RSI, SMA, TDI, VIX | |
QRL | aroon, CCI, TDI | |
BLasso | aroon, CCI, DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX, VIX | |
BRR | aroon, CCI, DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX | |
IMF.4 | BN (Constrained) | aroon, MACD, RSI, TDI |
BN (Scored) | aroon, MACD, TDI | |
QRL | aroon, CCI, TDI | |
BLasso | aroon, DEMA, EMA, MACD, RSI, SMA, TDI, TRIX, VIX | |
BRR | aroon, DEMA, EMA, MACD, RSI, SMA, TDI | |
IMF.5 | BN (Constrained) | DEMA, MACD, SMA, TDI, OVX, VIX |
BN (Scored) | DEMA, MACD, SMA, TDI, OVX, VIX | |
QRL | aroon, CCI, DEMA, EMA, TDI | |
BLasso | aroon, CCI, DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX, VIX | |
BRR | DEMA, EMA, MACD, OVX, RSI, SMA, TDI | |
IMF.6 | BN (Constrained) | MACD, OVX, SMA, TDI, TRIX, VIX |
BN (Scored) | MACD, OVX, SMA, TDI, TRIX, VIX | |
QRL | CCI, DEMA, VIX | |
BLasso | DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX, VIX | |
BRR | DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX, VIX | |
IMF.7 | BN (Constrained) | MACD, RSI, TRIX, OVX, VIX |
BN (Scored) | MACD, RSI, TRIX, OVX, VIX | |
QRL | aroon, CCI, DEMA, OVX, TDI | |
BLasso | CCI, DEMA, EMA, OVX, SMA, TDI, VIX | |
BRR | CCI, DEMA, EMA, OVX, SMA, TDI, TRIX, VIX | |
RES | BN (Constrained) | aroon, MACD, OVX, RSI, TDI, TRIX, VIX |
BN (Scored) | aroon, MACD, OVX, RSI, TDI, TRIX, VIX | |
QRL | arron, CCI, EMA, TDI, VIX | |
BLasso | aroon, DEMA, MACD, OVX, SMA, TDI, TRIX, VIX | |
BRR | aroon, DEMA, MACD, OVX, SMA, TDI, TRIX, VIX |