A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data

Huosong Xia; Xiaoyu Hou; Justin Zuopeng Zhang; Mohammad Zoynul Abedin

doi:10.1002/for.3185

A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data

Huosong Xia, Xiaoyu Hou, Justin Zuopeng Zhang, Mohammad Zoynul Abedin

Coggin College of Business

Producción científica: Article › revisión exhaustiva

Idioma original	English
Páginas (desde-hasta)	112-135
Número de páginas	24
Publicación	Journal of Forecasting
Volumen	44
N.º	1
DOI	https://doi.org/10.1002/for.3185
Estado	Accepted/In press - 2024
Publicado de forma externa	Sí

ASJC Scopus Subject Areas

Modeling and Simulation
Economics and Econometrics
Computer Science Applications
Strategy and Management
Statistics, Probability and Uncertainty
Management Science and Operations Research

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10.1002/for.3185

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title = "A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data",

keywords = "XAI, big data mining, forecasting, probabilistic modelling",

author = "Huosong Xia and Xiaoyu Hou and Zhang, {Justin Zuopeng} and Abedin, {Mohammad Zoynul}",

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