Early warning system for currency crises using long short‐term memory and gated recurrent unit neural networks

Sylvain Barthélémy, Virginie Gautier, Fabien Rondeau

Open source

DOI
10.1002/for.3069
Published
2024-02-05
Container
Journal of Forecasting
Publisher
Wiley
Open access
unknown

Credibility signals

uncertain Score 64/100 under policy 1.0.0. This is a metadata assessment, not a judgment of the paper's conclusions.

Show all credibility signals

Cite this work

BibTeX

@article{allodium:10.1002/for.3069,
  title = {Early warning system for currency crises using long short‐term memory and gated recurrent unit neural networks},
  author = {Sylvain Barthélémy and Virginie Gautier and Fabien Rondeau},
  year = {2024},
  journal = {Journal of Forecasting},
  doi = {10.1002/for.3069},
  url = {https://doi.org/10.1002/for.3069}
}

RIS

TY  - JOUR
TI  - Early warning system for currency crises using long short‐term memory and gated recurrent unit neural networks
AU  - Sylvain Barthélémy
AU  - Virginie Gautier
AU  - Fabien Rondeau
PY  - 2024
JO  - Journal of Forecasting
DO  - 10.1002/for.3069
UR  - https://doi.org/10.1002/for.3069
ER  - 

APA

Barthélémy, S., Gautier, V., & Rondeau, F. (2024). Early warning system for currency crises using long short‐term memory and gated recurrent unit neural networks. Journal of Forecasting. https://doi.org/10.1002/for.3069

Source records