Probabilistic Forecasting of Crude Oil Prices Using Conditional Generative Adversarial Network Model with Lévy Process

Accurate crude oil price forecasting is essential, considering oil’s critical role in the global economy. However, the crude oil market is significantly influenced by external, transient events, posing challenges in capturing price fluctuations’ complex dynamics and uncertainties. Traditional time s...

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Bibliographic Details
Main Authors: Mohammed Alruqimi, Luca Di Persio
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/2/307
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