Forecasting Agriculture Commodity Futures Prices with Convolutional Neural Networks with Application to Wheat Futures
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- Michael K. Adjemian & Aaron Smith, 2012. "Using USDA Forecasts to Estimate the Price Flexibility of Demand for Agricultural Commodities," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(4), pages 978-995.
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- Michael K. Adjemian, 2012. "Quantifying the WASDE Announcement Effect," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(1), pages 238-256.
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Keywords
machine learning; convolutional neural network; futures price forecasting; commodity futures;All these keywords.
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