IETI Transactions on Data Analysis and Forecasting (iTDAF)最新文献_第2页

Does the Sentiment Index Help Predict Crude Oil Prices? 情绪指数有助于预测原油价格吗?

IETI Transactions on Data Analysis and Forecasting (iTDAF) Pub Date : 2023-04-03 DOI: 10.3991/itdaf.v1i1.32683

Jin Shang, Tamotsu Nakamura, S. Hamori

{"title":"Does the Sentiment Index Help Predict Crude Oil Prices?","authors":"Jin Shang, Tamotsu Nakamura, S. Hamori","doi":"10.3991/itdaf.v1i1.32683","DOIUrl":"https://doi.org/10.3991/itdaf.v1i1.32683","url":null,"abstract":"The price fluctuations in the crude oil market remarkably influence the global economy since crude oil is an essential source of energy and plays a determinant role in most industrial sectors. The tremendous development of social media has generated many applications that can be used for sentiment analysis to improve the prediction of crude oil prices. Many researchers have also used technical indicators to predict oil prices. This study integrated several machine learning approaches—random forest, support vector machine, and long short-term memory—with a dynamic expanding moving window and fixed moving window to forecast one-period-ahead West Texas Intermediate (WTI) spot prices. We assessed the forecasting performance of these models using the root mean squared error and then compared prediction accuracy among the sentiment indicator, the technical indicator, and the lagged values of WTI spot prices using the Diebold–Mariano test. The forecasting simulation and empirical results show that the sentiment indicator is preferable to the technical indicator for forecasting WTI spot prices with machine learning approaches. Interestingly, we also find that using the sentiment indicator provides a better prediction performance than using lagged values of crude oil prices.","PeriodicalId":222021,"journal":{"name":"IETI Transactions on Data Analysis and Forecasting (iTDAF)","volume":"8 3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134362213","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

An Exploratory Study on Measuring Teachers’ and Students’ Motivation for Craftsman Spirit in Higher Vocational Colleges 高职院校师生工匠精神动机测量的探索性研究

IETI Transactions on Data Analysis and Forecasting (iTDAF) Pub Date : 2023-04-03 DOI: 10.3991/itdaf.v1i1.38131

Y. Tang, Ziyan Wang, Yang He

引用次数: 1

Data Analysis and Forecasting to Mitigate Climate Change in Drylands Areas 缓解干旱地区气候变化的数据分析与预测

IETI Transactions on Data Analysis and Forecasting (iTDAF) Pub Date : 2023-04-03 DOI: 10.3991/itdaf.v1i1.33357

J. Crabbe

引用次数: 0

Sustainability Analysis of the Mountain Economy 山区经济的可持续性分析

IETI Transactions on Data Analysis and Forecasting (iTDAF) Pub Date : 2023-04-03 DOI: 10.3991/itdaf.v1i1.32965

Otilia Manta

{"title":"Sustainability Analysis of the Mountain Economy","authors":"Otilia Manta","doi":"10.3991/itdaf.v1i1.32965","DOIUrl":"https://doi.org/10.3991/itdaf.v1i1.32965","url":null,"abstract":"The paper presents a vision for the future of Horizon 2050 and the sustainable effect of the mountain economy starting from the conceptual definition of montanology that “integrates knowledge (disciplines) in the following fields: agriculture, animal husbandry, human ecology, geo-ecology and pedology, biology, demography and ethnography, human and animal psychology, architecture, construction and building materials, elements of forestry and geology, beekeeping, fish farming, economics, organization and functioning of the mountain private household, as well as other specific systems, mountain systematization, mountain design, specific ergonomics, small industry and crafts, tourism and agrotourism, health education, nature material resources (minerals, plants and animals) and energy resources (unconventional), legislation and legal relations, other useful knowledge with mountain specifics, human resources - tradition and culture ”(R. Rey, 1985). Moreover, we intend to highlight in the paper the challenges and priorities at national and European level in the mountain economy. The results of the paper highlight the complete solution for a sustainable mountain rural development, through which farmers will be able to get fair prices for raw materials \"mountain products\", which would meet the real needs of mountain farmers, small and medium par excellence, to increase family income, based on renewable resources and increasing farm capitalization and investment capacity, all of which are based on strategic guidelines with practical applicability following the professional experiences of the authors of the paper. Key words: mountain economy, economic development, sustainability. JEL Classification: O18, O44, Q56.","PeriodicalId":222021,"journal":{"name":"IETI Transactions on Data Analysis and Forecasting (iTDAF)","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132240753","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0