Iqbal, Farhat; Koutmos, Dimitrios; Zaki, Eman Ahmed … - In: Risks : open access journal 12 (2024) 9, pp. 1-20
interest in FX modeling and prediction. Recently, machine learning (ML) and deep learning (DL) techniques have shown promising … propose a novel forecasting framework, the MVO-BiGRU model, which integrates variational mode decomposition (VMD), data … augmentation, Optuna-optimized hyperparameters, and bidirectional GRU algorithms for monthly FX rate forecasting. The data …