Univariate time series forecasting : comparing ARIMA & LSTM neural network to the random walk benchmark for exchange rates

Mestrado Bolonha em Data Analytics for Business

Bibliographic Details
Main Author: Sánchez Gavilanes, Ricardo Andrés (author)
Format: masterThesis
Language:eng
Published: 2022
Subjects:
Online Access:http://hdl.handle.net/10400.5/24726
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/24726
Description
Summary:Mestrado Bolonha em Data Analytics for Business