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A new ensemble deep learning approach for exchange rates forecasting and trading · Study

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ArticleA new ensemble deep learning approach for exchange rates forecasting and trading

Shaolong Sun2020

Article2020

A new ensemble deep learning approach for exchange rates forecasting and trading

Shaolong Sun · Shouyang Wang · Yunjie Wei

102 citations·0/0 files stored·Advanced Engineering Informatics

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Stock Market Forecasting Methods Forecasting Techniques and Applications Time Series Analysis and Forecasting

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References

1994Comparing Predictive Accuracy 2002Comparing Predictive Accuracy 2017A deep learning ensemble approach for crude oil price forecasting 2016Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 2014Neural network ensemble operators for time series forecasting 2003The out-of-sample success of term structure models as exchange rate predictors: a step beyond 2018Online big data-driven oil consumption forecasting with Google trends 2015Forecasting exchange rate using deep belief networks and conjugate gradient method

Cited by

2021Decomposition-selection-ensemble forecasting system for energy futures price forecasting based on multi-objective version of chaos game optimization algorithm 2024Artificial intelligence techniques in financial trading: A systematic literature review 2021Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder‐LSTM Techniques 2022Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks 2023A bi‐level ensemble learning approach to complex time series forecasting: Taking exchange rates as an example

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Year2020

Typearticle

Published2020-09-02

VenueAdvanced Engineering Informatics

ISSN-L1474-0346

Languageen

Citations102

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/j.aei.2020.101160

openalex_workW3082758882

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