Neural Network Predictions Can Be Misleading Evidence From Predicting Crude Oil Futures Prices

This paper applies Neural Network to predict WTI crude oil futures prices on basis of intraday minutely high frequency data. We looked into the recent market crash in April before Delivery day. The results indicate that could be misleading. More specifically, shows normal situations works well sample and out but it give predictions with opposite signs when there exists a such as one happened 20th, 2020. evidence demonstrates prediction based may not suitable which is due extreme shocks or financial economic crises. study gives new insight relation between short term price discovery movement.