Exploring the effective technical indicators of LSTM for WTI price in different regimes

This study aims to explore the effectiveness of technical indicators in predicting WTI crude oil prices and investigate their applicability in different oil price regimes. By collecting monthly WTI data, we analyzed the closing prices using the Markov switching regression (MS-Regression) modeling ap...

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Bibliographic Details
Main Authors: Liang, Zhuqin, Mohd Tahir Ismail
Format: Article
Language:en
Published: Penerbit Universiti Kebangsaan Malaysia 2025
Online Access:http://journalarticle.ukm.my/26339/1/Paper_5%20-.pdf
http://journalarticle.ukm.my/26339/
https://www.ukm.my/jqma/
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