Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques.
Gunho JungSun-Yong ChoiPublished in: Complex. (2021)
Keyphrases
- deep learning
- foreign exchange
- exchange rate
- restricted boltzmann machine
- stock market
- unsupervised learning
- stock price
- unsupervised feature learning
- machine learning
- recurrent neural networks
- financial time series
- early warning
- long run
- weakly supervised
- garch model
- neural network
- natural images
- dimensionality reduction
- information extraction
- feature selection
- computer vision
- learning algorithm