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FUTURE STATUS OF CRUDE OIL PRICE Akkadet Udomsirithamrong Kendra Kennedy Minh Nguyen 672 Final Project.

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Presentation on theme: "FUTURE STATUS OF CRUDE OIL PRICE Akkadet Udomsirithamrong Kendra Kennedy Minh Nguyen 672 Final Project."— Presentation transcript:

1 FUTURE STATUS OF CRUDE OIL PRICE Akkadet Udomsirithamrong Kendra Kennedy Minh Nguyen 672 Final Project

2 Overview

3 Variables VariableTypeDirection MonthSetInput StatusFlagOutput Inflation RateRangeInput S&P 500 IndexRangeInput Consumer Price Index RangeInput Consumer Confidence IndexRangeInput Diesel PriceRangeInput PopulationRangeInput GDPRangeInput Federal Funds RatesRangeInput Unemployment RateRangeInput Real Corn PriceRangeInput Dollar IndexRangeInput Fedex Stock Price RangeInput Southwest Stock Price RangeInput

4 Data Audit

5 Range Model

6 Range Models ModelLift (top 30%)Testing Accuracy Variable important Classification Tree1.46959.21FedEx Stock Price Consumer Confidence Index Consumer Price Index Neural Net1.36158.553FedEx Stock Price S&P 500

7 Binary Model

8 ModelLift (top 30%)Testing Accuracy Variable important CHAID1.20860FedEx Status Month_May Neural Net1.24456CPI Status Logistic Regression1.19451.33N/A

9 CHAID Model

10

11 Limitations Middle East situation indicators Limited global economic indicators Supply side

12 Thank You


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