Analysis of Early Warning of RMB Exchange Rate Fluctuation and Value at Risk Measurement Based on Deep Learning
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DOI: 10.1007/s10614-021-10172-z
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Cited by:
- Mehmet Sahiner, 2024. "Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2435-2499, June.
- Tang, Pan & Xu, Wei & Wang, Haosen, 2024. "Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
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Keywords
Deep learning; RMB exchange rate fluctuation forecast; VaR risk measurement; Deep belief network (DBN); Long short-term memory (LSTM) model;All these keywords.
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