Comparison of the accuracy of forecasts based on neural networks before and after the outbreak of the COVID-19 pandemic on the example of selected exchange rates

• Authors: Jakub Morkowski

Abstracts

EN

This article examines the impact of the COVID-19 pandemic on the accuracy of forecasts for three currency pairs before and after its outbreak based on neural networks (ELM, MLP and LSTM) in terms of three factors: the forecast horizon, hyper parameterisation and network type.

Keywords

EN

neural network; currency market; forecasts; COVID-19 pandemic

• Publisher: Główny Urząd Statystyczny
• Journal: Przegląd Statystyczny
• Year: 2022
• Volume: 69
• Issue: 4
• Pages: 41-60

Dates

published

2022

Contributors

author

Jakub Morkowski

• Poznań University of Economics and Business, Applied Mathematics Department

• https://orcid.org/0000000157275089

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Identifiers

DOI

10.59139/ps.2022.04.4

Biblioteka Nauki

2204347