Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators
Year of publication: |
2021
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Authors: | Yıldırım, Deniz Can ; Toroslu, Ismail Hakkı ; Fiore, Ugo |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 7.2021, Art.-No. 1, p. 1-36
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Subject: | Directional movement forecasting | Forex | LSTM | Technical and macroeconomic indicators | Time series | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Wirtschaftsindikator | Economic indicator | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | EU-Staaten | EU countries |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-020-00220-2 [DOI] hdl:10419/237234 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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