A new LASSO-BiLSTM-based ensemble learning approach for exchange rate forecasting.
Siyuan LiuQiqian HuangMingchen LiYunjie WeiPublished in: Eng. Appl. Artif. Intell. (2024)
Keyphrases
- ensemble learning
- exchange rate
- feature selection
- foreign exchange
- financial time series
- ensemble methods
- generalization ability
- stock price
- currency exchange
- random forest
- linear regression
- concept drift
- prediction accuracy
- model selection
- long run
- mutual subspace method
- base classifiers
- decision trees
- optimal policy
- non stationary
- support vector
- feature extraction
- information retrieval