Iqbal, Farhat; Koutmos, Dimitrios; Zaki, Eman Ahmed … - In: Risks : open access journal 12 (2024) 9, pp. 1-20
augmentation, Optuna-optimized hyperparameters, and bidirectional GRU algorithms for monthly FX rate forecasting. The data … insights for implementing ML and DL models on low-frequency time series data, where artificial data augmentation can be … propose a novel forecasting framework, the MVO-BiGRU model, which integrates variational mode decomposition (VMD), data …