Forecasting Forex EUR/USD Closing Prices Using a Dual-Input Deep Learning Model with Technical and Fundamental Indicators
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012.
"Currency momentum strategies,"
Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011. "Currency Momentum Strategies," BIS Working Papers 366, Bank for International Settlements.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2012. "Currency Momentum Strategies," CEPR Discussion Papers 8747, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Currency Momentum Strategies," Working Paper series 09_12, Rimini Centre for Economic Analysis.
- Takahashi, Shuntaro & Chen, Yu & Tanaka-Ishii, Kumiko, 2019. "Modeling financial time-series with generative adversarial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 527(C).
- Gunho Jung & Sun-Yong Choi & Benjamin Miranda Tabak, 2021. "Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques," Complexity, Hindawi, vol. 2021, pages 1-16, March.
- Manav Kaushik & A K Giri, 2020. "Forecasting Foreign Exchange Rate: A Multivariate Comparative Analysis between Traditional Econometric, Contemporary Machine Learning & Deep Learning Techniques," Papers 2002.10247, arXiv.org.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Çelik, Gaffari & Talu, Muhammed Fatih, 2020. "Resizing and cleaning of histopathological images using generative adversarial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
- Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016.
"The trend is our friend: Risk parity, momentum and trend following in global asset allocation,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 63-80.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," Discussion Papers 12/25, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers 2013-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Michael Melvin & Frank Westermann, 2022.
"Chinese Exchange Rate Policy: Lessons for Global Investors,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 145-168, February.
- Michael Melvin & Frank Westermann, 2020. "Chinese Exchange Rate Policy: Lessons for Global Investors," CESifo Working Paper Series 8493, CESifo.
- Engel, Charles & Kazakova, Katya & Wang, Mengqi & Xiang, Nan, 2022.
"A reconsideration of the failure of uncovered interest parity for the U.S. dollar,"
Journal of International Economics, Elsevier, vol. 136(C).
- Charles Engel & Ekaterina Kazakova & Mengqi Wang & Nan Xiang, 2021. "A Reconsideration of the Failure of Uncovered Interest Parity for the US Dollar," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Charles Engel & Ekaterina Kazakova & Mengqi Wang & Nan Xiang, 2021. "A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar," NBER Working Papers 28420, National Bureau of Economic Research, Inc.
- Engel, Charles & Kazakova, Ekaterina & Wang, Mengqi & Xiang, Nan, 2021. "A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar," CEPR Discussion Papers 15872, C.E.P.R. Discussion Papers.
- Nucera, Federico & Valente, Giorgio, 2013.
"Carry trades and the performance of currency hedge funds,"
Journal of International Money and Finance, Elsevier, vol. 33(C), pages 407-425.
- Federico Nucera & Giorgio Valente, 2013. "Carry Trades and the Performance of Currency Hedge Funds," Working Papers 032013, Hong Kong Institute for Monetary Research.
- repec:gla:glaewp:2023-03 is not listed on IDEAS
- Rubaszek, Michał & Beckmann, Joscha & Ca' Zorzi, Michele & Kwas, Marek, 2022. "Boosting carry with equilibrium exchange rate estimates," Working Paper Series 2731, European Central Bank.
- Hans Buhler & Blanka Horvath & Terry Lyons & Imanol Perez Arribas & Ben Wood, 2020. "A Data-driven Market Simulator for Small Data Environments," Papers 2006.14498, arXiv.org.
- Gabriel Frahm, 2018. "An Intersection–Union Test for the Sharpe Ratio," Risks, MDPI, vol. 6(2), pages 1-13, April.
- Anastasios Petropoulos & Vassilis Siakoulis & Konstantinos P. Panousis & Loukas Papadoulas & Sotirios Chatzis, 2023. "Macroeconomic forecasting and sovereign risk assessment using deep learning techniques," Papers 2301.09856, arXiv.org.
- H. W. Wayne Yang & Po-Wei Shen & An-Sing Chen, 2020. "Trimming Effects And Momentum Investing," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 14(2), pages 73-87.
- Choi, Jin Ho & Suh, Sangwon, 2021. "A filtered currency carry trade," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Jun Yuan & Qi Xu & Ying Wang, 2023. "Probability weighting in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 516-548, April.
- Nucera, Federico, 2017. "Unemployment fluctuations and the predictability of currency returns," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 88-106.
- Chang, Hao-Wen & Lin, Chinho, 2023. "Currency portfolio behavior in seven major Asian markets," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 540-559.
- Victoria Dobrynskaya, 2017. "Dynamic Momentum and Contrarian Trading," HSE Working papers WP BRP 61/FE/2017, National Research University Higher School of Economics.
- Hannah Lea Hühn & Hendrik Scholz, 2019. "Reversal and momentum patterns in weekly stock returns: European evidence," Review of Financial Economics, John Wiley & Sons, vol. 37(2), pages 272-296, April.
- Sakemoto, Ryuta, 2018. "Do precious and industrial metals act as hedges and safe havens for currency portfolios?," Finance Research Letters, Elsevier, vol. 24(C), pages 256-262.
- Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2015. "What do stock markets tell us about exchange rates?," Bank of England working papers 537, Bank of England.
- Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2021. "Under-reaction in the sovereign CDS market," Journal of Banking & Finance, Elsevier, vol. 130(C).
- Gruenthaler, Thomas & Lorenz, Friedrich & Meyerhof, Paul, 2022. "Option-based intermediary leverage," Journal of Banking & Finance, Elsevier, vol. 145(C).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:13:y:2025:i:9:p:1472-:d:1646213. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.