Prediction Accuracy of Direction Changes with ELM, MLP and LSTM on the Example of Exchange Rates.
Jakub MorkowskiPublished in: ICAISC (1) (2023)
Keyphrases
- prediction accuracy
- exchange rate
- multilayer perceptron
- currency exchange
- extreme learning machine
- improve the prediction accuracy
- foreign exchange
- predictive power
- multi layer perceptron
- neural network
- predictive accuracy
- ensemble methods
- hidden nodes
- stock price
- long run
- recurrent neural networks
- artificial neural networks
- activation function
- hidden neurons
- back propagation
- hidden layer
- risk aversion
- extreme learning machines
- web page prediction