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

Mestrado Bolonha em Data Analytics for Business

Detalhes bibliográficos
Autor principal: Sánchez Gavilanes, Ricardo Andrés (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2022
Assuntos:
Exchange rate forecasting
univariate time series
ARIMA
LSTM
RNN
Driftless Random Walk
Texto completo:http://hdl.handle.net/10400.5/24726
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/24726

Texto Completo

http://hdl.handle.net/10400.5/24726

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