Study on Exchange Rate Forecasting with Stacked Optimization Based on a Learning Algorithm
The time series of exchange rate fluctuations are characterized by non-stationary and nonlinear features, and forecasting using traditional linear or single-machine models can cause significant bias. Based on this, the authors propose the combination of the advantages of the EMD and LSTM models to r...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-02-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/4/614 |