Early warning system for currency crises using long short-term memory and gated recurrent unit neural networks
Sylvain Barthélémy, Virginie Gautier, Fabien Rondeau
| Year of publication: |
2024
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|---|---|
| Authors: | Barthélémy, Sylvain ; Gautier, Virginie ; Rondeau, Fabien |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 5, p. 1235-1262
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| Subject: | currency crises | early warning system | gated recurrent unit | long short-term memory | neural network | Frühwarnsystem | Early warning system | Neuronale Netze | Neural networks | Währungskrise | Currency crisis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3069 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015108370