{"id":"https://openalex.org/W4318038580","doi":"https://doi.org/10.1109/access.2023.3239924","title":"Predicting Chinese Commodity Futures Price: An EEMD-Hurst-LSTM Hybrid Approach","display_name":"Predicting Chinese Commodity Futures Price: An EEMD-Hurst-LSTM Hybrid Approach","publication_year":2023,"publication_date":"2023-01-01","ids":{"openalex":"https://openalex.org/W4318038580","doi":"https://doi.org/10.1109/access.2023.3239924"},"language":"en","primary_location":{"id":"doi:10.1109/access.2023.3239924","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2023.3239924","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10026315.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10026315.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103227452","display_name":"Ke Huang","orcid":"https://orcid.org/0009-0006-8692-5953"},"institutions":[{"id":"https://openalex.org/I150807315","display_name":"Guangxi University","ror":"https://ror.org/02c9qn167","country_code":"CN","type":"education","lineage":["https://openalex.org/I150807315"]},{"id":"https://openalex.org/I4210151929","display_name":"Nanning Normal University","ror":"https://ror.org/04dx82x73","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210151929"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Huang Ke","raw_affiliation_strings":["College of Digital Economics, Nanning University, Nanning, China","China-uk Blockchain Industrial Technology Research Institute, Guangxi University, Nanning, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Digital Economics, Nanning University, Nanning, China","institution_ids":["https://openalex.org/I4210151929"]},{"raw_affiliation_string":"China-uk Blockchain Industrial Technology Research Institute, Guangxi University, Nanning, China","institution_ids":["https://openalex.org/I150807315"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056792722","display_name":"Zuominyang Zhang","orcid":null},"institutions":[{"id":"https://openalex.org/I150807315","display_name":"Guangxi University","ror":"https://ror.org/02c9qn167","country_code":"CN","type":"education","lineage":["https://openalex.org/I150807315"]},{"id":"https://openalex.org/I163732180","display_name":"Guangxi University of Finance and Economics","ror":"https://ror.org/02ayg6516","country_code":"CN","type":"education","lineage":["https://openalex.org/I163732180"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhang Zuominyang","raw_affiliation_strings":["China&#x2014;U.K. Blockchain Industrial Technology Research Institute, Guangxi University, Nanning, China","Graduate School, Guangxi University of Finance and Economics, Nanning, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"China&#x2014;U.K. Blockchain Industrial Technology Research Institute, Guangxi University, Nanning, China","institution_ids":["https://openalex.org/I150807315"]},{"raw_affiliation_string":"Graduate School, Guangxi University of Finance and Economics, Nanning, China","institution_ids":["https://openalex.org/I163732180"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030554272","display_name":"Qiumei Li","orcid":"https://orcid.org/0000-0003-2105-1985"},"institutions":[{"id":"https://openalex.org/I163732180","display_name":"Guangxi University of Finance and Economics","ror":"https://ror.org/02ayg6516","country_code":"CN","type":"education","lineage":["https://openalex.org/I163732180"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Li Qiumei","raw_affiliation_strings":["School of Business Administration, Guangxi University of Finance and Economics, Nanning, China"],"raw_orcid":"https://orcid.org/0000-0003-2105-1985","affiliations":[{"raw_affiliation_string":"School of Business Administration, Guangxi University of Finance and Economics, Nanning, China","institution_ids":["https://openalex.org/I163732180"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100303479","display_name":"Yin Luo","orcid":null},"institutions":[{"id":"https://openalex.org/I4210090327","display_name":"Liuzhou Maternal and Child Health Hospital","ror":"https://ror.org/00fbwv278","country_code":"CN","type":"healthcare","lineage":["https://openalex.org/I4210090327"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Luo Yin","raw_affiliation_strings":["School of Information Engineering, Liuzhou Vocational and Technical College, Liuzhou, China","School of Information Engineering, Liuzhou Vocational and Technical College, Liuzhou, Guangxi, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information Engineering, Liuzhou Vocational and Technical College, Liuzhou, China","institution_ids":["https://openalex.org/I4210090327"]},{"raw_affiliation_string":"School of Information Engineering, Liuzhou Vocational and Technical College, Liuzhou, Guangxi, China","institution_ids":["https://openalex.org/I4210090327"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5103227452"],"corresponding_institution_ids":["https://openalex.org/I150807315","https://openalex.org/I4210151929"],"apc_list":{"value":1850,"currency":"USD","value_usd":1850},"apc_paid":{"value":1850,"currency":"USD","value_usd":1850},"fwci":10.0398,"has_fulltext":true,"cited_by_count":18,"citation_normalized_percentile":{"value":0.97562744,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"11","issue":null,"first_page":"14841","last_page":"14858"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9868999719619751,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.7461272478103638},{"id":"https://openalex.org/keywords/hilbert\u2013huang-transform","display_name":"Hilbert\u2013Huang transform","score":0.6910074353218079},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.641496479511261},{"id":"https://openalex.org/keywords/hurst-exponent","display_name":"Hurst exponent","score":0.6168659329414368},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5151111483573914},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.49184179306030273},{"id":"https://openalex.org/keywords/commodity-market","display_name":"Commodity market","score":0.45087122917175293},{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.4270828366279602},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.4199208915233612},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.4122992753982544},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3200363218784332},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.22735774517059326},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.1799444556236267},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.13356003165245056},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.12207955121994019},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.12185639142990112}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.7461272478103638},{"id":"https://openalex.org/C25570617","wikidata":"https://www.wikidata.org/wiki/Q1006462","display_name":"Hilbert\u2013Huang transform","level":3,"score":0.6910074353218079},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.641496479511261},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.6168659329414368},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5151111483573914},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.49184179306030273},{"id":"https://openalex.org/C2776667075","wikidata":"https://www.wikidata.org/wiki/Q2922469","display_name":"Commodity market","level":2,"score":0.45087122917175293},{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.4270828366279602},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.4199208915233612},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.4122992753982544},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3200363218784332},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.22735774517059326},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.1799444556236267},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13356003165245056},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12207955121994019},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12185639142990112},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/access.2023.3239924","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2023.3239924","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10026315.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:a2c1933a802f439e8d5ac9b713dd3bbd","is_oa":true,"landing_page_url":"https://doaj.org/article/a2c1933a802f439e8d5ac9b713dd3bbd","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Access, Vol 11, Pp 14841-14858 (2023)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2023.3239924","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2023.3239924","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10026315.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1863305123","display_name":null,"funder_award_id":"2022KY0644","funder_id":"https://openalex.org/F4320327522","funder_display_name":"Guangxi University"},{"id":"https://openalex.org/G3888098248","display_name":null,"funder_award_id":"71763004","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320327281","display_name":"Jilin Office of Philosophy and Social Science","ror":null},{"id":"https://openalex.org/F4320327522","display_name":"Guangxi University","ror":"https://ror.org/02c9qn167"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4318038580.pdf","grobid_xml":"https://content.openalex.org/works/W4318038580.grobid-xml"},"referenced_works_count":49,"referenced_works":["https://openalex.org/W1533817104","https://openalex.org/W1598847143","https://openalex.org/W1661370443","https://openalex.org/W1689711448","https://openalex.org/W1938894423","https://openalex.org/W1972732865","https://openalex.org/W1973694910","https://openalex.org/W2004463884","https://openalex.org/W2007221293","https://openalex.org/W2017821362","https://openalex.org/W2037889385","https://openalex.org/W2067147912","https://openalex.org/W2074173695","https://openalex.org/W2083022762","https://openalex.org/W2104603907","https://openalex.org/W2108731026","https://openalex.org/W2120390927","https://openalex.org/W2126540662","https://openalex.org/W2136939460","https://openalex.org/W2139116473","https://openalex.org/W2153305401","https://openalex.org/W2163922914","https://openalex.org/W2187472823","https://openalex.org/W2284153934","https://openalex.org/W2319262441","https://openalex.org/W2344786740","https://openalex.org/W2418351164","https://openalex.org/W2560273181","https://openalex.org/W2566512888","https://openalex.org/W2622999711","https://openalex.org/W2624385633","https://openalex.org/W2730242426","https://openalex.org/W2734777338","https://openalex.org/W2742887430","https://openalex.org/W2744097819","https://openalex.org/W2766063243","https://openalex.org/W2766377137","https://openalex.org/W2780490630","https://openalex.org/W2782968911","https://openalex.org/W2919115771","https://openalex.org/W2921218568","https://openalex.org/W2924969218","https://openalex.org/W2940897671","https://openalex.org/W2971466230","https://openalex.org/W2990895983","https://openalex.org/W3122135772","https://openalex.org/W3125488123","https://openalex.org/W3167851348","https://openalex.org/W4210371587"],"related_works":["https://openalex.org/W3014107421","https://openalex.org/W2081563414","https://openalex.org/W2363056446","https://openalex.org/W2359718298","https://openalex.org/W2377062149","https://openalex.org/W2076661204","https://openalex.org/W2380939102","https://openalex.org/W2089603224","https://openalex.org/W2329112433","https://openalex.org/W2538562282"],"abstract_inverted_index":{"This":[0,27],"paper":[1,132],"proposes":[2],"an":[3],"EEMD-Hurst-LSTM":[4,85],"prediction":[5,18],"method":[6,28,86],"based":[7],"on":[8,35],"the":[9,17,41,48,63,71,84,104,123,137,144],"ensemble":[10,30,111],"learning":[11,100],"framework,":[12],"which":[13],"is":[14],"applied":[15],"to":[16,66,74,92,109],"of":[19,130,140,148],"typical":[20],"commodities":[21],"in":[22,77],"China\u2019s":[23],"commodity":[24,36,141],"futures":[25,37],"market.":[26],"performs":[29],"empirical":[31],"mode":[32],"decomposition":[33,46],"(EEMD)":[34],"prices,":[38],"and":[39,47,97,121,143],"incorporates":[40],"components":[42],"obtained":[43],"by":[44,54],"EEMD":[45],"adaptive":[49],"fractal":[50],"Hurst":[51],"index":[52],"calculated":[53],"using":[55],"intraday":[56],"high-frequency":[57],"data":[58],"as":[59],"new":[60],"features":[61],"into":[62],"LSTM":[64],"model":[65,112],"decompose":[67],"its":[68],"correlation":[69],"with":[70],"external":[72],"market":[73,78],"detect":[75],"changes":[76],"conditions.":[79],"The":[80,128],"results":[81],"show":[82],"that":[83],"has":[87],"better":[88],"predictive":[89],"performance":[90],"compared":[91],"other":[93,118],"horizontal":[94],"single":[95],"models":[96],"longitudinal":[98],"deep":[99],"combined":[101],"models.":[102],"Meanwhile,":[103],"trading":[105,119],"strategy":[106],"designed":[107],"according":[108],"this":[110,131],"can":[113],"obtain":[114],"more":[115],"returns":[116],"than":[117],"strategies":[120],"have":[122],"best":[124],"risk":[125,146],"control":[126],"level.":[127],"research":[129],"provides":[133],"important":[134],"implications":[135],"for":[136],"trend":[138],"following":[139],"markets":[142],"investment":[145],"management":[147],"statistical":[149],"arbitrage":[150],"strategies.":[151]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":2}],"updated_date":"2026-04-25T08:17:42.794288","created_date":"2025-10-10T00:00:00"}
