A deep learning-based nonlinear ensemble approach with biphasic feature selection for multivariate exchange rate forecasting
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Computer Networks and Communications,Hardware and Architecture,Media Technology,Software
Link
https://link.springer.com/content/pdf/10.1007/s11042-023-14497-9.pdf
Reference43 articles.
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2. Amo Baffour A, Feng J, Taylor EK (Nov. 2019) A hybrid artificial neural network-GJR modeling approach to forecasting currency exchange rate volatility. Neurocomputing 365:285–301. https://doi.org/10.1016/j.neucom.2019.07.088
3. Bai Y, Bezak N, Sapač K, Klun M, Zhang J (2019) Short-term streamflow forecasting using the feature-enhanced regression model. Water Resour. Manag, p. 15
4. Barunik J, Krehlik T, Vacha L (May 2016) Modeling and forecasting exchange rate volatility in time-frequency domain. Eur J Oper Res 251(1):329–340. https://doi.org/10.1016/j.ejor.2015.12.010
5. Cai Z, Chen L, Fang Y (2012) A new forecasting model for USD/CNY exchange rate. Stud Nonlinear Dyn Econom 16(3):1878. https://doi.org/10.1515/1558-3708
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