Forex exchange rate forecasting using deep recurrent neural networks
Year of publication: |
2020
|
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Authors: | Dautel, Alexander Jakob ; Härdle, Wolfgang Karl ; Lessmann, Stefan ; Seow, Hsin-Vonn |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Subject: | Deep learning | Financial time series forecasting | Recurrent neural networks | Foreign exchange rates |
Series: | IRTG 1792 Discussion Paper ; 2020-006 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/230812 [Handle] RePEc:zbw:irtgdp:2020006 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C45 - Neural Networks and Related Topics |
Source: |
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Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob, (2020)
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Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks
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