{"id":"https://openalex.org/W2912584952","doi":"https://doi.org/10.1109/bigdata.2018.8622152","title":"Forecasting Crude Oil Prices Based on An Internet Search Driven Model","display_name":"Forecasting Crude Oil Prices Based on An Internet Search Driven Model","publication_year":2018,"publication_date":"2018-12-01","ids":{"openalex":"https://openalex.org/W2912584952","doi":"https://doi.org/10.1109/bigdata.2018.8622152","mag":"2912584952"},"language":"en","primary_location":{"id":"doi:10.1109/bigdata.2018.8622152","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bigdata.2018.8622152","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE International Conference on Big Data (Big Data)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5051641758","display_name":"Rui Tao","orcid":"https://orcid.org/0000-0003-1849-4523"},"institutions":[{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]},{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Rui Tao","raw_affiliation_strings":["Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, China","Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, 100190, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I4210120485","https://openalex.org/I4210165038"]},{"raw_affiliation_string":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I4210120485","https://openalex.org/I4210165038"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5103146393","display_name":"Xun Zhang","orcid":"https://orcid.org/0000-0001-6538-9473"},"institutions":[{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]},{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xun Zhang","raw_affiliation_strings":["Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, China","Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, 100190, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I4210120485","https://openalex.org/I4210165038"]},{"raw_affiliation_string":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I4210120485","https://openalex.org/I4210165038"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087337391","display_name":"Lin Zhao","orcid":"https://orcid.org/0000-0003-3117-7610"},"institutions":[{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]},{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lin Zhao","raw_affiliation_strings":["Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, China","Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, 100190, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I4210120485","https://openalex.org/I4210165038"]},{"raw_affiliation_string":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I4210120485","https://openalex.org/I4210165038"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"4156","last_page":"4161"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12761","display_name":"Data Stream Mining Techniques","score":0.9754999876022339,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12761","display_name":"Data Stream Mining Techniques","score":0.9754999876022339,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9656000137329102,"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":0.9470999836921692,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/predictability","display_name":"Predictability","score":0.7346994876861572},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.6148414611816406},{"id":"https://openalex.org/keywords/crude-oil","display_name":"Crude oil","score":0.599746584892273},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5745092630386353},{"id":"https://openalex.org/keywords/the-internet","display_name":"The Internet","score":0.5621828436851501},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4904026985168457},{"id":"https://openalex.org/keywords/data-set","display_name":"Data set","score":0.44315019249916077},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.42850548028945923},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3784346580505371},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2665752172470093},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.20280882716178894},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.16476133465766907},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1223737895488739},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.12044605612754822},{"id":"https://openalex.org/keywords/petroleum-engineering","display_name":"Petroleum engineering","score":0.0811556875705719}],"concepts":[{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.7346994876861572},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6148414611816406},{"id":"https://openalex.org/C2987168347","wikidata":"https://www.wikidata.org/wiki/Q22656","display_name":"Crude oil","level":2,"score":0.599746584892273},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5745092630386353},{"id":"https://openalex.org/C110875604","wikidata":"https://www.wikidata.org/wiki/Q75","display_name":"The Internet","level":2,"score":0.5621828436851501},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4904026985168457},{"id":"https://openalex.org/C58489278","wikidata":"https://www.wikidata.org/wiki/Q1172284","display_name":"Data set","level":2,"score":0.44315019249916077},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.42850548028945923},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3784346580505371},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2665752172470093},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.20280882716178894},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.16476133465766907},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1223737895488739},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.12044605612754822},{"id":"https://openalex.org/C78762247","wikidata":"https://www.wikidata.org/wiki/Q1273174","display_name":"Petroleum engineering","level":1,"score":0.0811556875705719},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/bigdata.2018.8622152","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bigdata.2018.8622152","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE International Conference on Big Data (Big Data)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W1882229447","https://openalex.org/W2091442458","https://openalex.org/W2608762378","https://openalex.org/W2620775452","https://openalex.org/W2743835324","https://openalex.org/W2745256623","https://openalex.org/W2781827733","https://openalex.org/W2887255427","https://openalex.org/W2963866139","https://openalex.org/W3124283099","https://openalex.org/W3124605828"],"related_works":["https://openalex.org/W2726467123","https://openalex.org/W2064726690","https://openalex.org/W4252678288","https://openalex.org/W4254065731","https://openalex.org/W1607297154","https://openalex.org/W4210820789","https://openalex.org/W2913177154","https://openalex.org/W4237782192","https://openalex.org/W4235131201","https://openalex.org/W4232793539"],"abstract_inverted_index":{"Internet":[0],"search":[1,29,58,78,149],"data,":[2],"which":[3],"is":[4,128],"mainly":[5],"treated":[6],"as":[7,32,44],"a":[8,33,67,89,122],"representative":[9],"index":[10],"of":[11,28,69,92],"investor":[12],"attention,":[13],"has":[14,151],"been":[15],"widely":[16],"used":[17,129],"in":[18],"forecasting":[19,146],"commodity":[20],"markets.":[21],"However,":[22],"few":[23],"papers":[24],"discuss":[25],"the":[26,103,139,145],"role":[27],"activity":[30],"data":[31,150],"real":[34],"time":[35,123],"instrument":[36],"to":[37,61,73,130,135],"quantify":[38],"other":[39],"complex":[40],"market":[41],"factors,":[42],"such":[43],"weather,":[45],"geopolitical":[46],"events":[47],"and":[48,87],"macroeconomic":[49],"conditions.":[50],"In":[51],"this":[52],"paper,":[53],"we":[54],"use":[55],"an":[56],"internet":[57],"driven":[59],"model":[60,116,127,147],"forecast":[62],"crude":[63,74,108],"oil":[64,75,109],"prices.":[65],"With":[66],"start":[68],"fifty":[70],"keywords":[71],"relating":[72],"markets,":[76],"factors":[77],"volume":[79],"indices":[80],"(FSVI)":[81],"are":[82,97,111],"generated":[83,112],"by":[84,99,113,138],"Google":[85],"Trends":[86],"then":[88],"small":[90],"set":[91],"FSVI":[93],"with":[94,117,148],"best":[95],"predictability":[96],"selected":[98,119],"filtering":[100],"algorithms.":[101],"Following":[102],"filtering,":[104],"initial":[105,133],"forecasts":[106,134,137],"for":[107],"prices":[110],"estimating":[114],"ARMAX":[115],"each":[118],"FSVI.":[120],"Finally,":[121],"varying":[124],"parameter":[125],"combined":[126],"combine":[131],"these":[132],"final":[136],"accuracy.":[140,153],"Experimental":[141],"results":[142],"show":[143],"that":[144],"better":[152]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
