{"id":"https://openalex.org/W4407691165","doi":"https://doi.org/10.1109/dsit61374.2024.10881129","title":"Transformer-Based Models for Commodity Trading Price Forecasting","display_name":"Transformer-Based Models for Commodity Trading Price Forecasting","publication_year":2024,"publication_date":"2024-12-20","ids":{"openalex":"https://openalex.org/W4407691165","doi":"https://doi.org/10.1109/dsit61374.2024.10881129"},"language":"en","primary_location":{"id":"doi:10.1109/dsit61374.2024.10881129","is_oa":false,"landing_page_url":"https://doi.org/10.1109/dsit61374.2024.10881129","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 7th International Conference on Data Science and Information Technology (DSIT)","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/A5116309036","display_name":"Peerada Kampotha","orcid":null},"institutions":[{"id":"https://openalex.org/I105126617","display_name":"Zhejiang International Studies University","ror":"https://ror.org/01vwvvq12","country_code":"CN","type":"education","lineage":["https://openalex.org/I105126617"]},{"id":"https://openalex.org/I76130692","display_name":"Zhejiang University","ror":"https://ror.org/00a2xv884","country_code":"CN","type":"education","lineage":["https://openalex.org/I76130692"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Peerada Kampotha","raw_affiliation_strings":["Zhejiang University,International Business School,China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Zhejiang University,International Business School,China","institution_ids":["https://openalex.org/I105126617","https://openalex.org/I76130692"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100673976","display_name":"Hua Wang","orcid":"https://orcid.org/0000-0003-0728-8986"},"institutions":[{"id":"https://openalex.org/I105126617","display_name":"Zhejiang International Studies University","ror":"https://ror.org/01vwvvq12","country_code":"CN","type":"education","lineage":["https://openalex.org/I105126617"]},{"id":"https://openalex.org/I76130692","display_name":"Zhejiang University","ror":"https://ror.org/00a2xv884","country_code":"CN","type":"education","lineage":["https://openalex.org/I76130692"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hua Wang","raw_affiliation_strings":["Zhejiang University,International Business School,China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Zhejiang University,International Business School,China","institution_ids":["https://openalex.org/I105126617","https://openalex.org/I76130692"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101680944","display_name":"Chao Li","orcid":"https://orcid.org/0000-0002-8886-1547"},"institutions":[{"id":"https://openalex.org/I105126617","display_name":"Zhejiang International Studies University","ror":"https://ror.org/01vwvvq12","country_code":"CN","type":"education","lineage":["https://openalex.org/I105126617"]},{"id":"https://openalex.org/I76130692","display_name":"Zhejiang University","ror":"https://ror.org/00a2xv884","country_code":"CN","type":"education","lineage":["https://openalex.org/I76130692"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chao Li","raw_affiliation_strings":["Zhejiang University,International Business School,China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Zhejiang University,International Business School,China","institution_ids":["https://openalex.org/I105126617","https://openalex.org/I76130692"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.0344,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.8920563,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"5"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9521999955177307,"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"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9521999955177307,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9388999938964844,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9017000198364258,"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/commodity","display_name":"Commodity","score":0.5312010645866394},{"id":"https://openalex.org/keywords/transformer","display_name":"Transformer","score":0.5001697540283203},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.39202427864074707},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.36597853899002075},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3608633279800415},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.31904059648513794},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1855064332485199},{"id":"https://openalex.org/keywords/electrical-engineering","display_name":"Electrical engineering","score":0.15546008944511414},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.10054004192352295}],"concepts":[{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.5312010645866394},{"id":"https://openalex.org/C66322947","wikidata":"https://www.wikidata.org/wiki/Q11658","display_name":"Transformer","level":3,"score":0.5001697540283203},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.39202427864074707},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.36597853899002075},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3608633279800415},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.31904059648513794},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1855064332485199},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.15546008944511414},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.10054004192352295},{"id":"https://openalex.org/C165801399","wikidata":"https://www.wikidata.org/wiki/Q25428","display_name":"Voltage","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/dsit61374.2024.10881129","is_oa":false,"landing_page_url":"https://doi.org/10.1109/dsit61374.2024.10881129","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 7th International Conference on Data Science and Information Technology (DSIT)","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":16,"referenced_works":["https://openalex.org/W1969852690","https://openalex.org/W2126831543","https://openalex.org/W2159878099","https://openalex.org/W2748483395","https://openalex.org/W2791884409","https://openalex.org/W2885195348","https://openalex.org/W2962752580","https://openalex.org/W2980994438","https://openalex.org/W3171884590","https://openalex.org/W4224220755","https://openalex.org/W4313260873","https://openalex.org/W4382203079","https://openalex.org/W6652445147","https://openalex.org/W6739901393","https://openalex.org/W6786852218","https://openalex.org/W6797155008"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2372919335","https://openalex.org/W3200593740","https://openalex.org/W2354030279","https://openalex.org/W2181358592","https://openalex.org/W2389271083","https://openalex.org/W1989012530","https://openalex.org/W2387770655","https://openalex.org/W1502198272","https://openalex.org/W1993869143"],"abstract_inverted_index":{"Transformer-based":[0],"models":[1,17,122],"have":[2,100],"gained":[3],"significant":[4],"traction":[5],"across":[6],"various":[7],"fields":[8],"such":[9],"as":[10],"natural":[11],"language":[12,16],"processing":[13],"(NLP),":[14],"large":[15],"(LLM),":[18],"smart":[19],"transportation,":[20],"and":[21,31,60,148],"finance":[22],"due":[23],"to":[24,27,51,95,131],"their":[25,35,93,108],"ability":[26],"capture":[28],"long-term":[29],"dependencies":[30],"sequence":[32,98],"patterns.":[33],"However,":[34],"application":[36],"in":[37,103,110],"forecasting":[38,70,114],"stock":[39],"or":[40],"commodity":[41,71,82,111,139,146],"trading":[42,112,147],"returns":[43],"remains":[44],"underexplored.":[45],"In":[46],"this":[47,128],"study,":[48],"we":[49],"aim":[50],"compare":[52],"the":[53,74,133,145],"performance":[54],"of":[55,80,87],"three":[56],"transformer-based":[57],"models\u2014Informer,":[58],"Autoformer,":[59],"Transformer":[61],"with":[62],"Positional":[63],"Encoder":[64],"unit":[65],"\u2014alongside":[66],"an":[67],"LSTM":[68],"for":[69,92,137,144],"returns.":[72],"Specifically,":[73],"two":[75],"datasets":[76],"used":[77],"will":[78],"consist":[79],"historical":[81,125],"prices,":[83,127],"including":[84],"six":[85],"types":[86],"metals.":[88],"These":[89],"models,":[90],"known":[91],"capacity":[94],"handle":[96],"long":[97],"data,":[99],"shown":[101],"promise":[102],"financial":[104,149],"forecasting,":[105],"particularly.":[106],"Still,":[107],"potential":[109],"price":[113],"has":[115],"been":[116],"less":[117],"studied.":[118],"By":[119],"evaluating":[120],"these":[121],"based":[123],"on":[124],"metal":[126],"research":[129],"seeks":[130],"determine":[132],"most":[134],"accurate":[135],"model":[136],"predicting":[138],"returns,":[140],"providing":[141],"valuable":[142],"insights":[143],"sectors.":[150]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
