Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques

Table 3

Hyperparameter table.

	Activation	Optimizer	Batch size
Period 1
LSTM	ReLU	RMSProp	50
AutoEncoder-LSTM	Linear	Nadam	100
Period 2
LSTM	Linear	RMSProp	100
AutoEncoder-LSTM	Linear	RMSProp	100
Period 3
LSTM	Linear	Adam	50
AutoEncoder-LSTM	Linear	Adam	100