A hybrid approach for accurate forecasting of exchange rate prices using VMD-CEEMDAN-GRU-ATCN model

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A hybrid approach for accurate forecasting of exchange rate prices using VMD-CEEMDAN-GRU-ATCN model

The foreign exchange (Forex) market has greatly influenced the global financial market. While Forex trading offers investors substantial yield prospects, some risks are also involved. It is challenging to accurately model financial time series due to their nonlinear, non-stationary and noisy propert...

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Bibliographic Details
Main Authors:	Kausar, Rehan, Iqbal, Farhat, Abdul Raziq, Sheikh, Naveed
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2023
Online Access:	http://journalarticle.ukm.my/23256/ http://journalarticle.ukm.my/23256/1/SB%2020.pdf

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