What’s the Price Tomorrow? - A Comparison of Artificial Neural Networks to Forecast EUR/SEK
The future price of the FOREX rate is important for export-dependent countries and companies and the research regarding price prediction of FOREX is skewed towards the major currency pairs, leaving the smaller currency pairs to be unexplored. The study aimed to answer if the Multi-layer Perceptron (MLP) or the Long Short-Term Memory (LSTM) is the most suitable model for forecasting the rate of a s