پیش بینی قیمت نفت خام با استفاده از روش متن کاوی و مدلسازی داده های بزرگ

نوع مقاله : علمی-پژوهشی

نویسندگان

1 دانشیار، دانشکده اقتصاد، دانشگاه رازی، کرمانشاه

2 استادیار، دانشکده اقتصاد، دانشگاه پیام نور، تهران

3 دانشجوی دکتری، دانشکده اقتصاد، دانشگاه رازی، کرمانشاه

چکیده

هدف این تحقیق بررسی پیش‌بینی قیمت نفت با رهیافت متن کاوی و مدل داده‌‌های بزرگ است. برای استخراج خودکار ویژگی‌های متن از اخبار آنلاین نفت خام از روش  شبکه عصبی کانولوشنال استفاده می‌‌شود و از این طریق قدرت توضیح‌دهندگی مدل افزایش می‌یابد. همچنین حالت مختلف سری زمانی با استفاده از تجزیه حالت از روش کانولوشن مورد استفاده قرار می‌گیرد. نزدیک به 13000 عنوان خبری  طی سال‌‌های 2021-2011 جمع‌آوری شد و در نتیجه مشخص شد روش‌‌های پیش‌بینی مبتنی بر متن‌کاوی و داده‌های بزرگ مبتنی بر اینترنت از روش‌های دیگر بهتر عمل می‌کند. از این رو می‌توان گفت ارتباط موازی عنوان‌های خبری و تیتر آن‌‌ها و جستجو در موتور جستجوی گوگل در پیش‌بینی دقیق قیمت نفت خام بسیار مناسب است.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Crude Oil Price Forecasting Using Text Mining and Big Data Modeling

نویسندگان [English]

  • Sh. Fattahi 1
  • S. Kianpoor 2 3
  • K. Soheili 1
1 Associate Professor, Faculty of Economics, Razi University, Kermanshah, Iran
2 Assistant Professor, Faculty of Economics, Payame Noor University, Tehran, Iran
3 Ph.D Student, Faculty of Economics, Razi University, Kermanshah, Iran
چکیده [English]

This study uses data modeling and text mining techniques for oil price predictions. To improve the model's explanatory capability, text features from internet news articles on crude oil are automatically extracted using convolutional neural networks. Additionally, various time series models employ a state analysis approach called convolution. The years 2021 to 2011 saw the collection of almost 13000 news items, and it was discovered that text mining and data from large Internet-based apps perform better for prediction than other approaches. This means that it is pretty fair to say that there is a parallel link between news headlines, those headlines, and searches in the Google search engine. This relationship is highly appropriate for correctly forecasting the price of crude oil.

کلیدواژه‌ها [English]

  • Oil price
  • Google trends
  • Data mining
  • Deep learning
  • Convolution neural network

مراجع

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سابقه مقاله

  • تاریخ دریافت: 09 تیر 1401
  • تاریخ بازنگری: 17 آبان 1401
  • تاریخ پذیرش: 13 شهریور 1401

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