Forecasting multi-frequency intraday exchange rates using deep learning models
Muhammad Arslan, Ahmed Imran Hunjra, Wajid Shakeel Ahmed, Younes Ben Zaied
| Year of publication: |
2024
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|---|---|
| Authors: | Arslan, Muhammad ; Hunjra, Ahmed Imran ; Ahmed, Wajid Shakeel ; Zaied, Younes Ben |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 5, p. 1338-1355
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| Subject: | forecasting | intraday exchange rates | LSTM | MODWT | multi-frequency | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | US-Dollar | US dollar | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3082 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015108386