Enhanced foreign exchange volatility forecasting using CEEMDAN with optuna-optimized ensemble deep learning model

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Enhanced foreign exchange volatility forecasting using CEEMDAN with optuna-optimized ensemble deep learning model

Foreign Exchange (FX) is the largest financial market in the world, with a daily trading volume that significantly exceeds that of stock and futures markets. The prediction of FX volatility is a critical financial concern that has garnered significant attention from researchers and practitioners due...

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Bibliographic Details
Main Authors:	Kausar, Rehan, Iqbal, Farhat, Raziq, Abdul, Sheikh, Naveed, Rehman, Abdul
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2024
Online Access:	http://journalarticle.ukm.my/24507/ http://journalarticle.ukm.my/24507/1/SS%2025.pdf

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