Essays about: "Juanli Hu"

Found 1 essay containing the words Juanli Hu.

  1. 1. Forecasting copper price using VAR and the XGBoost model: an experiment with a relatively small dataset

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Juanli Hu; [2023]
    Keywords : copper price; Vector autoregressive model; XGBoost; Time series; Business and Economics;

    Abstract : Given the importance of copper prices to investors, governments, and policymakers, this paper investigates short-term price predictability using VAR and XGBoost models. All models are trained with historical data from November 2021 to December 2022 and using MSE, RMSE and MAE for evaluating the model performance. READ MORE