Forecasting the EUR/USD Exchange Rate Using ARIMA and Machine Learning Models

Author:

LAKHAL SaidORCID

Abstract

The present paper compared ARIMA with two machine learning algorithms, for forecasting USD/EUR exchange rate data. The experimental results indicated that the performance of ARIMA fell between that of recurrent neural networks and long short-term memory machine learning algorithms.

Publisher

Salud, Ciencia y Tecnologia

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