英文标题：
《A Predictive Model for Oil Market under Uncertainty: Data-Driven System
Dynamics Approach》
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作者：
Sina Aghaei, Amirreza Safari Langroudi, Masoud Fekri
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最新提交年份：
2018
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英文摘要：
In recent years, there have been a lot of sharp changes in the oil price. These rapid changes cause the traditional models to fail in predicting the price behavior. The main reason for the failure of the traditional models is that they consider the actual value of parameters instead of their expectational ones. In this paper, we propose a system dynamics model that incorporates expectational variables in determining the oil price. In our model, the oil price is determined by the expected demand and supply vs. their actual values. Our core model is based upon regression analysis on several historic time series and adjusted by adding many casual loops in the oil market. The proposed model in simulated in different scenarios that have happened in the past and our results comply with the trends of the oil price in each of the scenarios.
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中文摘要：
近年来，石油价格发生了许多急剧变化。这些快速变化导致传统模型无法预测价格行为。传统模型失败的主要原因是它们考虑的是参数的实际值，而不是预期值。在本文中，我们提出了一个系统动力学模型，该模型在确定油价时纳入了预期变量。在我们的模型中，油价是由预期的需求和供应与其实际价值决定的。我们的核心模型基于对几个历史时间序列的回归分析，并通过在石油市场中添加许多偶然循环进行调整。所提出的模型在过去发生的不同情景中进行了模拟，我们的结果符合每种情景下的油价趋势。
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分类信息：

一级分类：Economics 经济学
二级分类：General Economics 一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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