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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Bibliographic Details
Main Authors: Gunho Jung, Sun-Yong Choi
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2021/6647534
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