Exchange rate forecasting based on integration of gated recurrent unit (GRU) and CBOE Volatility Index (vix)
Hao Xu, Cheng Xu, Yanqi Sun, Jin Peng, Wenqizi Tian, Yan He
| Year of publication: |
2024
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|---|---|
| Authors: | Xu, Hao ; Xu, Cheng ; Sun, Yanqi ; Peng, Jin ; Tian, Wenqizi ; Yan, He |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 3, p. 1539-1567
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| Subject: | Exchange rate forecasting | GRU | Integration of fundamental and technical analysis | VIX | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10484-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015143940