A Novel Hybrid Deep Learning Method for Accurate Exchange Rate Prediction
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- Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng, 2019. "Oil price increases and the predictability of equity premium," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 43-58.
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Keywords
BiGRU; data augmentation; foreign exchange (FX) forecasting; hybrid deep learning; hyperparameter optimization; machine learning;All these keywords.
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