A three-step deep neural network methodology for exchange rate forecasting

We present a methodology for volatile time series forecasting using deep learning. We use a three-step methodology in order to remove trend and nonlinearities from data before applying two parallel deep neural networks to forecast two main features from processed data: absolute value and sign. The p...

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Detalles Bibliográficos
Autores Principales: Figueroa-García J.C., LóPez-Santana E., Franco-Franco C.
Formato: Objeto de conferencia (Conference Object)
Lenguaje:Inglés (English)
Publicado: Springer Verlag 2017
Acceso en línea:https://repository.urosario.edu.co/handle/10336/22520