A Multifrequency Data Fusion Deep Learning Model for Carbon Price Prediction

Canran Xiao, Yongmei Liu

Journal of Forecasting 2024 article cited by 22

importance 5/10 ai assisted Stock Market Forecasting Methods carbon markets stage: research

Carbon trading prices are nonlinear and driven by feature factors arriving at inconsistent frequencies, making accurate prediction difficult for market participants and regulators.

Accurate carbon price forecasts support effective emissions management and sustainable development goals.

A multifrequency data fusion model (MFF-CPPM) combining a feature-extraction frontend, a multifrequency data fusion transformer, and a fusion regression layer was used to predict carbon prices.

Outperformed baseline models in prediction accuracy and trend forecasting in Guangdong, with robustness confirmed in Hubei and Beijing; no numeric metrics stated.

The evidence supports better carbon price forecasting in three Chinese pilot markets, but no quantitative gains are given.

Venue Journal of Forecasting
Published 2024
Work type article
Authors Canran Xiao, Yongmei Liu
Citations 22 (OpenAlex, at import time)
References 87
Model or method MFF-CPPM (multifrequency data fusion transformer)
Organization not stated in source
Primary source https://doi.org/10.1002/for.3198
Open access bronze
Keywords carbon price prediction, deep learning, transformer, data fusion, forecasting
5 / 10

real but narrower advance

Carbon price forecasting supports emissions management and carbon markets; a real but narrower market-prediction advance tested in three Chinese pilot markets.

Basis: inferred. Judged from the source text, which gives no explicit scale. Stated scale: not stated in source. Method and limits.

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