Foreign Exchange Forecasting Models: ARIMA and LSTM Comparison-Reference-Cited by-同舟云学术

Foreign Exchange Forecasting Models: ARIMA and LSTM Comparison

Published:2023-07-12 Issue: Volume: Page:
ISSN:
Container-title:ITISE 2023
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Author:

García Fernando¹^ORCID,Guijarro Francisco¹^ORCID,Oliver Javier¹^ORCID,Tamošiūnienė Rima²

Affiliation:

1. Department of Economics and Social Sciencies, Universitat Politècnica de València, 46022 Valencia, Spain

2. Department of Financial Engineering, Vilnius Gediminas Technical University, 10223 Vilnius, Lithuania

Publisher

MDPI

Link

https://www.mdpi.com/2673-4591/39/1/81/pdf

Reference21 articles.

1. Modeling and Forecasting the US Dollar/Euro Exchange Rate;Ghalayini;Int. J. Econ. Financ.,2014

2. Autorregressive Inegrated Moving Average (ARIMA) Model for Exchange Rate (Naira to Dollar);Nwankwo;Acad. J. Interdiscip. Stud.,2014

3. Forecasting USDTRY rate by ARIMA method;Fettahoglu;Cogent Econ. Financ.,2017

4. Forecast Foreing Exchange Rate: The Case Study of PKR/USD;Asadullah;Mediterr. J. Soc. Sci.,2020

5. Forecasting and trading currency volatility: An application of recurrent neural regression model and model combination;Dunis;Liverp. Bus. Sch. Woring Pap.,2002

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