Singapore/US dollar exchange rate forecasting using transformers

• Main Author: Zheng, Peirong
• Other Authors: Wang Lipo
• Format: Thesis-Master by Coursework
• Language: English
• Published: Nanyang Technological University 2023
• Subjects: Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence; Business::Finance::Foreign exchange
• Online Access: https://hdl.handle.net/10356/171540
• Institution: Nanyang Technological University

The dissertation presents a detailed survey of methodologies utilizing Transformer models for the purpose of predicting currency exchange rates. Time series data is a crucial component in multiple scientific and engineering fields, and it includes exchange rates as a key form of data. This study pre...