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Forecasting commodity futures price is a challenging task. We present an algorithm to predict the trend of commodity futures price based on a type of structuring data and back propagation neural network. The random volatility of futures can be filtered out in the structuring data. Moreover, it is not restricted by the type of futures contract. Experiments show the algorithm can achieve 80% accuracy in predicting price trends. key words: commodity futures price, structuring data, back propagation neural network

A New Method for Futures Price Trends Forecasting Based on BPNN and Structuring Data