Early warning system for currency crises using long short-term memory and gated recurrent unit neural networks
Sylvain Barthélémy, Fabien Rondeau, Virginie Gautier
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Barthélémy, Sylvain ; Rondeau, Fabien ; Gautier, Virginie |
| Publisher: |
[Rennes] : [Centre de recherche en économie et management] |
| Subject: | currency crises | early warning system | neural network | long short-term memory | gated recurrent unit | Frühwarnsystem | Early warning system | Neuronale Netze | Neural networks | Währungskrise | Currency crisis | Prognoseverfahren | Forecasting model |
freely available