Enhanced foreign exchange volatility forecasting using CEEMDAN with optuna-optimized ensemble deep learning model
Foreign Exchange (FX) is the largest financial market in the world, with a daily trading volume that significantly exceeds that of stock and futures markets. The prediction of FX volatility is a critical financial concern that has garnered significant attention from researchers and practitioners due...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2024
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| Online Access: | http://journalarticle.ukm.my/24507/1/SS%2025.pdf http://journalarticle.ukm.my/24507/ https://www.ukm.my/jsm/english_journals/vol53num9_2024/contentsVol53num9_2024.html |
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