Multifactor Model with Deep Learning for Currency Investments
S Sashida, K Nakagawa - 2023 14th IIAI International …, 2023 - ieeexplore.ieee.org
In this study, we tackle multivariate currencies return prediction for the major 5 currencies
against the US dollar with a deep learning based multi-factor model. There are two …
against the US dollar with a deep learning based multi-factor model. There are two …