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Montchai Pinitjitsamut

1 paper indexed

crossrefMachine Learning and Knowledge Extraction2026-07-01

A Modular Knowledge-Extraction Framework for Deep Learning Forecasts of Multi-Tier Commodity Prices

Montchai Pinitjitsamut

Vertically linked commodity markets—global futures, regional spot, and farm-gate prices—transmit information through directed cross-market channels whose strength varies with latent volatility regimes. Standard deep learning forecasters absorb both the directed cross-market depen…

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