Forex exchange rate forecasting using deep recurrent neural networks
Alexander Jakob Dautel, Wolfgang Karl Härdle, Stefan Lessmann, Hsin-Vonn Seow
| Year of publication: |
2020
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|---|---|
| Authors: | Dautel, Alexander Jakob ; Härdle, Wolfgang ; Lessmann, Stefan ; Seow, Hsin-Vonn |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 2.2020, 1/2, p. 69-96
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| Subject: | Deep learning | Financial time series forecasting | Recurrent neural networks | Foreign exchange rates | Wechselkurs | Exchange rate | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognose | Forecast | Volatilität | Volatility | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-020-00019-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012284950