Weizhong Wang

Forecasting Crude Oil Futures Prices: A Stacking Model With Mixed‐Frequency Predictors, Machine Learning, and Forecast Combination

ABSTRACT Low‐ and high‐frequency data are widely used in crude oil futures price forecasting, and machine learning techniques exhibit strong performance. To enhance predictive accuracy, this study presents a stacking model that integrates mixed‐frequency predictors, machine learn...