Research Article
Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques
| ā | 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 |
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