Foreign Exchange Forecasting Models: ARIMA and LSTM Comparison
The prediction of currency prices is important for investors with foreign currency assets, both for speculation and for hedging the exchange rate risk. Classical time series models such as ARIMA models were relevant until the advent of neural networks. In particular, recurrent neural networks such a...
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| Hlavní autoři: | , , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
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MDPI AG
2023-07-01
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| Edice: | Engineering Proceedings |
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| On-line přístup: | https://www.mdpi.com/2673-4591/39/1/81 |
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