Analysis of early warning of RMB exchange rate fluctuation and value at risk measurement based on deep learning
Chunyi Lu, Zhuoqi Teng, Yu Gao, Renhong Wu, Md. Alamgir Hossain, Yuantao Fang
| Year of publication: |
2022
|
|---|---|
| Authors: | Lu, Chunyi ; Teng, Zhuoqi ; Gao, Yu ; Wu, Renhong ; Hossain, Md. Alamgir ; Fang, Yuantao |
| Subject: | Deep learning | Deep belief network (DBN) | Long short-term memory (LSTM) model | RMB exchange rate fluctuation forecast | VaR risk measurement | Wechselkurs | Exchange rate | Risikomaß | Risk measure | Renminbi | Prognoseverfahren | Forecasting model | Theorie | Theory | Volatilität | Volatility | Messung | Measurement | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10172-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013261898