Work

A Hybrid GARCH-BiLSTM-KAN Model for Crude Oil Price Forecasting: Capturing Volatility, Temporal Dependencies, and Nonlinear Dynamics

Year: 2025

Type: article

Source: Journal of Visualized Experiments

DOI: 10.3791/69355

Authors: Jin Zeng, Jingwen Wu

Institution: Guangzhou College of Technology and Business

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4417066643

FWCI: 0.819

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Cited by: 1

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