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Forecasting commodities prices with the Bayesian symbolic regression

2018/31/B/HS4/02021

Keywords:

forecasting commodities prices symbolic regression Bayesian econometrics

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_6: Financial markets, international finance, public finance

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Warszawski, Wydział Nauk Ekonomicznych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Krzysztof Drachal 

Number of co-investigators in the project: 3

Call: OPUS 16 - announced on 2018-09-14

Amount awarded: 635 868 PLN

Project start date (Y-m-d): 2019-10-01

Project end date (Y-m-d): 2024-09-30

Project duration:: 24 months (the same as in the proposal)

Project status: Pending project

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (2)
  • Articles in post-conference publications (12)
  1. Forecasting the crude oil spot price with Bayesian symbolic regression
    Authors:
    Drachal, Krzysztof
    Academic press:
    Energies (rok: 2023, tom: 16, strony: 4), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/en16010004 - link to the publication
  2. A Review of the Applications of Genetic Algorithms to Forecasting Prices of Commodities
    Authors:
    Drachal, Krzysztof; Pawłowski, Michał
    Academic press:
    Economies (rok: 2021, tom: 9, strony: 6), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/economies9010006 - link to the publication
  1. Analysis of Bayesian symbolic regression applied to crude oil price
    Authors:
    Drachal, Krzysztof
    Conference:
    The 9th International Scientific Conference Sinteza 2022 (rok: 2022, ), Wydawca: Singidunum University
    Data:
    konferencja 16.04.2022
    Status:
    Published
  2. Forecasting commodities prices with the Bayesian symbolic regression compared to other methods
    Authors:
    Drachal, Krzysztof
    Conference:
    2023 IEEE International Conference on Big Data (BigData) (rok: 2024, ), Wydawca: Institute of Electrical and Electronics Engineers
    Data:
    konferencja 15-18.12.2023
    Status:
    Published
  3. Oil price forecasting with some genetic algorithm variable selection model
    Authors:
    Drachal, Krzysztof
    Conference:
    6th AIEE Energy Symposium (rok: 2021, ), Wydawca: The Italian Association of Energy Economists (AIEE)
    Data:
    konferencja 14-16.12.2021
    Status:
    Published
  4. Oil spot price forecasting with variable uncertainty: A review of some novel methods
    Authors:
    Drachal, Krzysztof
    Conference:
    17th IAEE European Conference (rok: 2022, ), Wydawca: International Association for Energy Economics
    Data:
    konferencja 21-24.09.2022
    Status:
    Published
  5. An example of time-series modelling with Bayesian symbolic regression
    Authors:
    Drachal, Krzysztof
    Conference:
    8th International Conference on Time Series and Forecasting ITISE 2022 (rok: 2022, ), Wydawca: Godel Impresiones Digitales S.L.
    Data:
    konferencja 27-30.06.2022
    Status:
    Published
  6. A review of some variable selection methods: Oil price forecasting issues
    Authors:
    Drachal, Krzysztof
    Conference:
    International Scientific Conference "Technology, Innovation and Stability: New Directions in Finance (TINFIN)" (rok: 2022, ), Wydawca: Faculty of Economics & Business, University of Zagreb
    Data:
    konferencja 5-6.05.2022
    Status:
    Published
  7. An example of a dynamic variable selection by a genetic algorithm in the large state-space model averaging scheme
    Authors:
    Drachal, Krzysztof
    Conference:
    The 4th Economics, Business and Organization Research (EBOR) Conference (rok: 2021, ), Wydawca: EBOR Academy Publishing House
    Data:
    konferencja 21-23.05.2021
    Status:
    Published
  8. Choosing parameters for Bayesian symbolic regression: An application to modelling commodities prices
    Authors:
    Drachal, Krzysztof
    Conference:
    International Conference on Economics, Finance and Business (rok: 2023, ), Wydawca: International Institute of Social and Economic Sciences
    Data:
    konferencja 11-13.09.2023
    Status:
    Published
  9. In-sample analysis of Bayesian symbolic regression applied to crude oil price
    Authors:
    Drachal, Krzysztof
    Conference:
    43rd IAEE International Conference (rok: 2022, ), Wydawca: International Association for Energy Economics
    Data:
    konferencja 31.07-4.08.2022
    Status:
    Published
  10. A review of some oil spot price forecasting models
    Authors:
    Drachal, Krzysztof
    Conference:
    VII International European Conference on Social Sciences (rok: 2022, ), Wydawca: Iksad Global Publications
    Data:
    konferencja 22-24.04.2022
    Status:
    Published
  11. Some variable selection method with a genetic algorithm and model averaging: An application to forecasting oil price
    Authors:
    Drachal, Krzysztof
    Conference:
    15th Economics & Finance Conference (rok: 2021, ), Wydawca: International Institute of Social and Economic Sciences
    Data:
    konferencja 21.06.2021
    Status:
    Published
  12. Specifications of the initial parameters of Bayesian symbolic regression: An application to oil price forecasting
    Authors:
    Drachal, Krzysztof
    Conference:
    7th Business & Entrepreneurial Economics (BEE) Conference (rok: 2022, ), Wydawca: University of Zagreb
    Data:
    konferencja 3-5.06.2022
    Status:
    Published

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