Forecasting commodity prices using long-short-term memory neural networks

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results show that machine learning methods fit reasonably well with...

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Bibliographic Details
Main Authors: Ly, Racine, Traoré, Fousseini, Dia, Khadim
Format: Artículo preliminar
Language:Inglés
Published: International Food Policy Research Institute 2021
Subjects:
Online Access:https://hdl.handle.net/10568/143474

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