Research Article
Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques
Table 2
Descriptions of the training and testing datasets for each period.
| | Period | Training set | Test dataset |
| | Period 1 | (2010/01/04–2015/03/20) | (2015/03/23–2015/12/31) | | Period 2 | (2016/01/04–2016/11/15) | (2016/11/16–2016/12/30) | | Period 3 | (2017/01/03–2019/08/30) | (2019/09/03–2019/12/31) |
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