Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques
Since the breakdown of the Bretton Woods system in the early 1970s, the foreign exchange (FX) market has become an important focus of both academic and practical research. There are many reasons why FX is important, but one of most important aspects is the determination of foreign investment values....
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Main Authors: | Gunho Jung, Sun-Yong Choi |
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Format: | Article |
Language: | English |
Published: |
Wiley
2021-01-01
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Series: | Complexity |
Online Access: | http://dx.doi.org/10.1155/2021/6647534 |
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