Forecasting the USD/SEK exchange rate using deep neural networks
This thesis is about predicting the average ten minute closing bid price of the USD/SEK exchange rate by applying deep learning methods. First, the time lag method is applied for the vanilla Feedforward Neural Network (FNN) to undertake one-step prediction. Secondly, three univariate Long Short-Term Memory (LSTM) models are used to undertake one-step and multi-step prediction. Each network is theo
