Show simple item record

A support vector regression model for time series forecasting of the COMEX copper spot price

dc.contributor.authorGarcía Gonzalo, María Esperanza 
dc.contributor.authorGarcía Nieto, Paulino José 
dc.contributor.authorGracia Rodríguez, Javier 
dc.contributor.authorSánchez Lasheras, Fernando 
dc.contributor.authorFidalgo Valverde, Gregorio 
dc.date.accessioned2022-10-25T11:11:24Z
dc.date.available2022-10-25T11:11:24Z
dc.date.issued2023
dc.identifier.citationLogic Journal of the IGPL, 31(4) (2023); doi:10.1093/jigpal/jzac039
dc.identifier.issn1367-0751
dc.identifier.issn1368-9894
dc.identifier.urihttp://hdl.handle.net/10651/65254
dc.language.isoeng
dc.relation.ispartofLogic Journal of the IGPL
dc.rights© The Author(s) 2022. Published by Oxford University Press.
dc.rightsCC Reconocimiento – No Comercial – Sin Obra Derivada 4.0 Internacional
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.sourceWOS:000757833700001
dc.titleA support vector regression model for time series forecasting of the COMEX copper spot price
dc.typejournal article
dc.identifier.doi10.1093/jigpal/jzac039
dc.relation.publisherversionhttp://dx.doi.org/10.1093/jigpal/jzac039
dc.rights.accessRightsopen access
dc.type.hasVersionAM


Files in this item

untranslated

This item appears in the following Collection(s)

Show simple item record

© The Author(s) 2022. Published by Oxford University Press.
This item is protected with a Creative Commons License