Foreign exchange prediction using long short-term memory neural network

• Main Author: Sim, Ming Shi
• Other Authors: Wang Lipo
• Format: Final Year Project
• Language: English
• Published: 2019
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: http://hdl.handle.net/10356/77904
• Institution: Nanyang Technological University

Long short-term memory (LSTM) neural networks are a modern machine learning technique for sequence learning and prediction. They are inherently suitable and commonly applied to financial time series prediction problems. In this paper, the Author introduces four multivariate models based on LSTM neur...