Forecasting the EUR/USD Exchange Rate Using ARIMA and Machine Learning Models

Said Lakhal

Data and Metadata, 2024, vol. 3, .368

Abstract: The present paper compared ARIMA with two machine learning algorithms, for forecasting USD/EUR exchange rate data. The experimental results indicated that the performance of ARIMA fell between that of recurrent neural networks and long short-term memory machine learning algorithms.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:dbk:datame:v:3:y:2024:i::p:.368:id:1056294dm2024368

DOI: 10.56294/dm2024.368

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